Recession Indicators
Brian Howard
March 25, 2022
- Introduction
- Get Economic and Financial Data
- Recession calculations
- Summary calculations
- Conclusion
- Auxillary Series
- Recent Highs
- Equities
- Margin and option data
- Market Volatility
- Employment and payrolls
- Industrial Production
- Retail Sales
- Income
- Price and cost measures
- Commodities
- Oil Services
- Federal Reserve
- European central bank
- Federal Debt
- Nonfinancial Corporate Business Debt
- Debt cycle
- Total loans
- Total loans as percent of GDP
- Commercial and industral loans
- Commercial and industrial loans as percent of GDP and and income
- Farm loans
- Real estate loans
- Real Estate (Residential)
- Real estate (residential) as percent of GDP and and income
- Consumer loans
- Consumer loans as percent of GDP and and income
- Repo market
- Bonds
- Baker Hughes Rig Count
- BEA Supplemental Estimates, Motor Vehicles
- BEA Gross Domestic Product
- Table 1.1.5. Gross Domestic Product
- Table 1.1.9. Implicit Price Deflators for Gross Domestic Product
- GDP normalized by CPI
- Economic yield curve (GDP to 1-year treasury)
- Economic yield curve (GDP to 3-month treasury)
- Table 6.16D. Corporate Profits by Industry
- Table 2.6. Personal Income and Its Disposition, Monthly
- Personal savings to household net worth
- U.S. Census Bureau
- Federal reserve board H.8: Assets and Liabilities of Commercial Banks in the United States
- Federal reserve board Z.1: Financial Accounts of the United States
- L.102 Nonfinancial Business
- L.214 Loans
- FL894123005.Q: All sectors; total loans; liability
- FL793068005.Q: Domestic financial sectors; depository institution loans n.e.c.; asset
- FL893169005.Q: All sectors; other loans and advances; liability
- FL893065005.Q: All sectors; total mortgages; asset
- FL893065105.Q: All sectors; home mortgages; asset
- FL893065405.Q: All sectors; multifamily residential mortgages; asset
- FL893065505.Q: All sectors; commercial mortgages; asset
- FL893065603.Q: All sectors; farm mortgages; asset
- FL153166000.Q: Households and nonprofit organizations; consumer credit; liability
- B.101 Balance Sheet of Households and Nonprofit Organizations
- Productivity Yield Curve
- Manufacturing output and employees
- Gross private domestic investment
- Velocity
- Productivity
- PMI
- Industrial Production
- Housing
- Population data
- Correlation Study
- Complete list of symbols
Introduction
For one of my machine learning classes we had a project that consumed financial data. I have extended that project to use machine learning to see if an indicator, or predictor, can be found that identifies market tops that occur prior to recessions. Then I use the model to build a trading strategy and backtest it to see how it performs.
Get Economic and Financial Data
Acquiring the data consists of two steps. First the code pulls the data into zoo objects which are then collapsed into a single data frame (df.data). Features are extracted from these series and added to the df.data data frame.
Sample call to pull economic data
Data is pulled from several sources include FRED, yahoo, and Google. The code below shows an example that pulls in the consumer price index (CPI) from the FRED. I pull data using quantmod, Quandl, and some manual extractions stored in spreadsheets.
# Consumer Price Index for All Urban Consumers: All Items
if (bRefresh == TRUE) {
getSymbols("CPIAUCSL", src = "FRED", auto.assign = TRUE)
}## [1] "CPIAUCSL"## Warning: ASDAX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.## Warning: ^TNX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.## Warning: CL=F contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.## Warning: ^IRX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.## Warning: ^RLG contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.## Warning: ^STOXX50E contains missing values. Some functions will not work if
## objects contain missing values in the middle of the series. Consider using
## na.omit(), na.approx(), na.fill(), etc to remove or replace them.## Warning: TMFGX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.Load up the EIA data
Load rig count data
The Baker Hughes rig count numbers
USDA data
Loading in farm data
## Warning in read_fun(path = enc2native(normalizePath(path)), sheet_i = sheet, :
## Expecting numeric in E3 / R3C5: got a date## New names:
## * `` -> ...1
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * ...## Warning: NAs introduced by coercionLoading in Silverblatt’s S&P 500 spreadsheet starting with the quarterly data.
## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...5
## * `` -> ...6
## * `` -> ...7Now load in the estimates
## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * `` -> ...6
## * ...Covid 19 Data
Get the Covid-19 data from JHU
## Rows: 663741 Columns: 15
## -- Column specification ------------------------------------------------------------------------------------------------
## Delimiter: ","
## chr (8): province, country, type, iso2, iso3, combined_key, continent_name,...
## dbl (6): lat, long, cases, uid, code3, population
## date (1): date
##
## i Use `spec()` to retrieve the full column specification for this data.
## i Specify the column types or set `show_col_types = FALSE` to quiet this message.
## Downloading GitHub repo RamiKrispin/coronavirus@master##
v checking for file 'C:\Users\Rainy\AppData\Local\Temp\RtmpGIJ50g\remotes28a016e71cb9\RamiKrispin-coronavirus-acb5591/DESCRIPTION'
##
- preparing 'coronavirus': (1.3s)
## checking DESCRIPTION meta-information ...
checking DESCRIPTION meta-information ...
v checking DESCRIPTION meta-information
##
- checking for LF line-endings in source and make files and shell scripts (344ms)
##
- checking for empty or unneeded directories
##
- building 'coronavirus_0.3.32.tar.gz'
##
## ## Caught an warning!## <simpleWarning: package 'coronavirus' is in use and will not be installed>## `summarise()` has grouped output by 'country'. You can override using the
## `.groups` argument.
## Warning: Removed 3 row(s) containing missing values (geom_path).
Feature Extraction
With the raw data downloaded, some of the interesting features can be extracted. The first step is reconcile the time intervals. Some of the data is released monthly and some daily. I chose to interpolate all data to a daily interval. The first section of code adds the daily rows to the dataframe.
The code performs interpolation for continuous data or carries it forward for binary data like the recession indicators.
source("calcInterpolate.r")
df.data <- calcInterpolate(df.data, df.symbols)## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercionTruncate data
Create aggregate series
Some analysis requires that two or more series be combined. For example, normallizing debt by GDP to get a sense of the proportion of debt to the total economy helps understand the debt cycle.
Year over year, smoothed derivative, and log trends tend to smooth out seasonal variation. It gets used so often that I do this for every series downloaded.
source("calcFeatures.r")
lst.df <- calcFeatures(df.data, df.symbols)## [1] "USREC has zero or negative values. Log series will be zero."
## [1] "GSFTX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMIX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMCX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMAX.Volume has zero or negative values. Log series will be zero."
## [1] "LCSIX.Volume has zero or negative values. Log series will be zero."
## [1] "VBIRX.Volume has zero or negative values. Log series will be zero."
## [1] "VFSUX.Volume has zero or negative values. Log series will be zero."
## [1] "LTUIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTPX.Volume has zero or negative values. Log series will be zero."
## [1] "NERYX.Volume has zero or negative values. Log series will be zero."
## [1] "STIGX.Volume has zero or negative values. Log series will be zero."
## [1] "HLGAX.Volume has zero or negative values. Log series will be zero."
## [1] "FTRGX.Volume has zero or negative values. Log series will be zero."
## [1] "THIIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTRX.Volume has zero or negative values. Log series will be zero."
## [1] "BFIGX.Volume has zero or negative values. Log series will be zero."
## [1] "EIFAX.Volume has zero or negative values. Log series will be zero."
## [1] "ASDAX.Volume has zero or negative values. Log series will be zero."
## [1] "TRBUX.Volume has zero or negative values. Log series will be zero."
## [1] "PRWCX.Volume has zero or negative values. Log series will be zero."
## [1] "ADOZX.Volume has zero or negative values. Log series will be zero."
## [1] "MERFX.Volume has zero or negative values. Log series will be zero."
## [1] "CMNIX.Volume has zero or negative values. Log series will be zero."
## [1] "CIHEX.Volume has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB has zero or negative values. Log series will be zero."
## [1] "TNX.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Open has zero or negative values. Log series will be zero."
## [1] "CLF.Low has zero or negative values. Log series will be zero."
## [1] "CLF.Close has zero or negative values. Log series will be zero."
## [1] "CLF.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Adjusted has zero or negative values. Log series will be zero."
## [1] "DTB3 has zero or negative values. Log series will be zero."
## [1] "IRX.Open has zero or negative values. Log series will be zero."
## [1] "IRX.High has zero or negative values. Log series will be zero."
## [1] "IRX.Low has zero or negative values. Log series will be zero."
## [1] "IRX.Close has zero or negative values. Log series will be zero."
## [1] "IRX.Volume has zero or negative values. Log series will be zero."
## [1] "IRX.Adjusted has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO has zero or negative values. Log series will be zero."
## [1] "RLG.Volume has zero or negative values. Log series will be zero."
## [1] "STOXX50E.Volume has zero or negative values. Log series will be zero."
## [1] "GDPNOW has zero or negative values. Log series will be zero."
## [1] "W790RC1Q027SBEA has zero or negative values. Log series will be zero."
## [1] "VXX.Volume has zero or negative values. Log series will be zero."
## [1] "FYFSD has zero or negative values. Log series will be zero."
## [1] "FYFSGDA188S has zero or negative values. Log series will be zero."
## [1] "SOFR25 has zero or negative values. Log series will be zero."
## [1] "SOFR1 has zero or negative values. Log series will be zero."
## [1] "RPONTSYD has zero or negative values. Log series will be zero."
## [1] "BOPGTB has zero or negative values. Log series will be zero."
## [1] "EES.Volume has zero or negative values. Log series will be zero."
## [1] "VGSTX.Volume has zero or negative values. Log series will be zero."
## [1] "VFINX.Volume has zero or negative values. Log series will be zero."
## [1] "TMFGX.Volume has zero or negative values. Log series will be zero."
## [1] "HAINX.Volume has zero or negative values. Log series will be zero."
## [1] "IVOO.Volume has zero or negative values. Log series will be zero."
## [1] "VO.Volume has zero or negative values. Log series will be zero."
## [1] "CZA.Volume has zero or negative values. Log series will be zero."
## [1] "SLY.Volume has zero or negative values. Log series will be zero."
## [1] "HYMB.Volume has zero or negative values. Log series will be zero."
## [1] "GOLD.Open has zero or negative values. Log series will be zero."
## [1] "GOLD.Volume has zero or negative values. Log series will be zero."
## [1] "BKR.Open has zero or negative values. Log series will be zero."
## [1] "BKR.Volume has zero or negative values. Log series will be zero."
## [1] "HAL.Open has zero or negative values. Log series will be zero."
## [1] "HAL.Volume has zero or negative values. Log series will be zero."
## [1] "IP.Open has zero or negative values. Log series will be zero."
## [1] "T.Open has zero or negative values. Log series will be zero."
## [1] "OPEARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "AREARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "OCCEquityVolume has zero or negative values. Log series will be zero."
## [1] "OCCNonEquityVolume has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA.by.GDP has zero or negative values. Log series will be zero."
## [1] "EXPCH.minus.IMPCH has zero or negative values. Log series will be zero."
## [1] "EXPMX.minus.IMPMX has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB.by.GDP has zero or negative values. Log series will be zero."
## [1] "DGS30TO10 has zero or negative values. Log series will be zero."
## [1] "DGS10TO1 has zero or negative values. Log series will be zero."
## [1] "DGS10TO2 has zero or negative values. Log series will be zero."
## [1] "DGS10TOTB3MS has zero or negative values. Log series will be zero."
## [1] "DGS10TODTB3 has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO.by.PPIACO has zero or negative values. Log series will be zero."
## [1] "GSPC.DailySwing has zero or negative values. Log series will be zero."df.data <- lst.df[[1]]
df.symbols <- lst.df[[2]]Recession calculations
Summary calculations
These values are used below
Conclusion
In this worksheet a model predicting the onset of recession was built. From the model a trading rule was derived to allow backtesting. The model performed well and the trading rule backtesting showed that applying this in the post-WWII period would have resulted in an increase in returns. That is not too bad, but there are a few changes that would likely improve the model:
- Go long on short term bonds, rather than just roll out of the market. That way at least some returns would be generated during recessions.
- Refine the recession indicator.
Market Conditions
#The model is predicting a `r paste(sprintf("%3.0f", tail(df.data$recession.initiation.smooth.avg,1)[[1]]*100), "%", sep="")` chance of recession in the next 12 months. :
#- P/E ratio of `r sprintf("%3.2f", tail(df.data$MULTPLSP500PERATIOMONTH,1))` compares to a historical mean value over the last decade of `r sprintf("%3.2f", df.data$MULTPLSP500PERATIOMONTH_Mean[1])`. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.As of Feb 2020 we have entered a recession as defined by the NBER yet the market continues to rise.
P/E ratio of 24.56 compares to a historical mean value over the last decade of 18.62. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.
- S&P 500 Volume, last updated on 2022-03-24, is flat over the last year and negative over the last month.
Unemployment
- Headline unemployment (U-3) stands at 3.80% (last updated on 2022-02-01) which is near the 1-year average of 4.73% and rising with respect to the low in the last twelve months of 3.80%. Unlikely the rate will drop again.
- Payrolls (BLS data, NSA) year-over-year stands at 3.36% which is above the 1-year average of 5.24% and falling with respect to the peak, in the last twelve months, of 10.83%.
- Jobless claims (ICSA data) year-over-year stands at -73.61% (last updated on 2022-03-19) which is in-line with the 1-year average of -70.99% and below the peak, in the last twelve months, of -55.13%.
## Warning: Removed 1 rows containing missing values (geom_text).## Warning: Removed 1 rows containing missing values (geom_hline).## Warning: Removed 1 rows containing missing values (geom_text).## Warning: Removed 1 rows containing missing values (geom_hline).
Personal Income
- Real personal income year over year growth stands at 1.27% (last updated on 2022-01-01). This is below the recent peak of 8.49%.
Yield Curve and Bond Market
- The 10-year to 3-month yield stands at 1.84% (last updated on 2022-03-24). This is above the recent low of 1.14%. The trend is flat over the last year and positive over the last month.
- Auto sales flat?
Auxillary Series
I explored additional data series. The sections below have those data series along with comments.
Recent Highs
Print out the new 180 day high values
df.symbolsTrue <-
df.symbols[df.symbols$'Max180' == TRUE, c("string.symbol", "string.description")]
df.symbolsTrue <-
df.symbolsTrue[!(is.na(df.symbolsTrue$string.symbol)), ]
df.symbolsTrue <-
df.symbolsTrue[!(df.symbolsTrue$string.symbol == 'USREC'), ]
#print(head(df.symbolsTrue,20))
kable(df.symbolsTrue, caption = "6-Month High") %>%
kable_styling(bootstrap_options = c("striped", "hover")) | string.symbol | string.description | |
|---|---|---|
| 1 | CPIAUCSL | Consumer Price Index for All Urban Consumers: All Items |
| 4 | PCEPI | Personal Consumption Expenditures: Chain-type Price Index |
| 7 | NPPTTL | Total Nonfarm Private Payroll Employment (ADP) |
| 10 | TABSHNO | Households and nonprofit organizations; total assets, Level |
| 11 | HNONWPDPI | Household Net Worth, percent Dispsable Income |
| 12 | INDPRO | Industrial Production Index |
| 14 | RSALES | Real Retail Sales (DISCONTINUED) |
| 53 | HSN1FNSA | New One Family Houses Sold: United States (Monthly, NSA) |
| 54 | HNFSUSNSA | New One Family Houses for Sale in the United States (Monthly, NSA) |
| 55 | BUSLOANS | Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) |
| 57 | BUSLOANSNSA | Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) |
| 58 | REALLNNSA | Real Estate Loans, All Commercial Banks (Monthly, NSA) |
| 59 | REALLN | Real Estate Loans, All Commercial Banks (Monthly, SA) |
| 61 | RELACBW027SBOG | Real Estate Loans, All Commercial Banks (Weekly, SA) |
| 63 | RREACBM027SBOG | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) |
| 64 | RREACBW027SBOG | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) |
| 66 | MORTGAGE30US | 30-Year Fixed Rate Mortgage Average in the United States |
| 68 | TOTLLNSA | Loans and Leases in Bank Credit, All Commercial Banks |
| 70 | DRCLACBS | Delinquency Rate on Consumer Loans, All Commercial Banks, SA |
| 71 | TOTCINSA | Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) |
| 72 | SRPSABSNNCB | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) |
| 73 | ASTLL | All sectors; total loans; liability, Level (NSA) |
| 74 | FBDILNECA | Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) |
| 75 | ASOLAL | All sectors; other loans and advances; liability, Level (NSA) |
| 76 | ASTMA | All sectors; total mortgages; asset, Level (NSA) |
| 77 | ASHMA | All sectors; home mortgages; asset, Level (NSA) |
| 78 | ASMRMA | All sectors; multifamily residential mortgages; asset, Level (NSA) |
| 79 | ASCMA | All sectors; commercial mortgages; asset, Level (NSA) |
| 80 | ASFMA | All sectors; farm mortgages; asset, Level (NSA) |
| 81 | CCLBSHNO | Households and nonprofit organizations; consumer credit; liability, Level (NSA) |
| 82 | FBDSILQ027S | Domestic financial sectors debt securities; liability, Level (NSA) |
| 83 | FBLL | Domestic financial sectors loans; liability, Level (NSA) |
| 91 | TB3MS | 3-Month Treasury Bill: Secondary Market Rate (Monthly) |
| 104 | GDP | Gross Domestic Product |
| 105 | FNDEFX | Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) |
| 108 | GDPC1 | Real Gross Domestic Product |
| 109 | GDPDEF | Gross Domestic Product: Implicit Price Deflator |
| 111 | WLRRAL | Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) |
| 112 | FEDFUNDS | Effective Federal Funds Rate |
| 113 | GPDI | Gross Private Domestic Investment |
| 114 | W790RC1Q027SBEA | Net domestic investment: Private: Domestic busines |
| 115 | MZMV | Velocity of MZM Money Stock |
| 116 | M1 | M1 Money Stock |
| 117 | M2 | M2 Money Stock |
| 118 | OPHNFB | Nonfarm Business Sector: Real Output Per Hour of All Persons |
| 119 | IPMAN | Industrial Production: Manufacturing (NAICS) |
| 121 | GS5 | 5-Year Treasury Constant Maturity Rate |
| 126 | GFDEBTN | Federal Debt: Total Public Debt |
| 127 | HOUST | Housing Starts: Total: New Privately Owned Housing Units Started |
| 131 | CSUSHPINSA | S&P/Case-Shiller U.S. National Home Price Index (NSA) |
| 132 | GFDEGDQ188S | Federal Debt: Total Public Debt as Percent of Gross Domestic Product |
| 133 | FYFSD | Federal Surplus or Deficit |
| 134 | FYFSGDA188S | Federal Surplus or Deficit [-] as Percent of Gross Domestic Product |
| 138 | WALCL | All Federal Reserve Banks: Total Assets |
| 139 | OUTMS | Manufacturing Sector: Real Output |
| 140 | MANEMP | All Employees: Manufacturing |
| 143 | AAA | Moody’s Seasoned Aaa Corporate Bond Yield |
| 146 | SOFR99 | Secured Overnight Financing Rate: 99th Percentile |
| 147 | SOFR75 | Secured Overnight Financing Rate: 75th Percentile |
| 150 | OBFR | Overnight Bank Funding Rate |
| 151 | OBFR99 | Overnight Bank Funding Rate: 99th Percentile |
| 152 | OBFR75 | Overnight Bank Funding Rate: 75th Percentile |
| 153 | OBFR25 | Overnight Bank Funding Rate: 25th Percentile |
| 156 | IOER | Interest Rate on Excess Reserves |
| 158 | EXCSRESNW | Excess Reserves of Depository Institutions |
| 159 | ECBASSETS | Central Bank Assets for Euro Area (11-19 Countries) |
| 160 | EUNNGDP | Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) |
| 162 | CURRENCY | Currency Component of M1 (Seasonally Adjusted) |
| 163 | WCURRNS | Currency Component of M1 |
| 165 | PRS88003193 | Nonfinancial Corporations Sector: Unit Profits |
| 166 | PPIACO | Producer Price Index for All Commodities |
| 167 | PCUOMFGOMFG | Producer Price Index by Industry: Total Manufacturing Industries |
| 168 | POPTHM | Population (U.S.) |
| 169 | POPTHM | Population (U.S.) |
| 170 | CLF16OV | Civilian Labor Force Level, SA |
| 171 | LNU01000000 | Civilian Labor Force Level, NSA |
| 174 | RSAFS | Advance Retail Sales: Retail and Food Services |
| 178 | A065RC1A027NBEA | Personal income (NSA) |
| 179 | PI | Personal income (SA) |
| 180 | PCE | Personal Consumption Expenditures (SA) |
| 181 | A053RC1Q027SBEA | National income: Corporate profits before tax (without IVA and CCAdj) |
| 182 | CPROFIT | Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) |
| 217 | MULTPLSP500SALESQUARTER | S&P 500 TTM Sales (Not Inflation Adjusted) |
| 218 | MULTPLSP500DIVYIELDMONTH | S&P 500 Dividend Yield by Month |
| 219 | MULTPLSP500DIVMONTH | S&P 500 Dividend by Month (Inflation Adjusted) |
| 220 | CHRISCMEHG1 | Copper Futures, Continuous Contract #1 (HG1) (Front Month) |
| 221 | WWDIWLDISAIRGOODMTK1 | Air transport, freight |
| 223 | BKRTotal | Total Rig Count |
| 224 | BKRGas | Gas Rig Count |
| 225 | BKROil | Oil Rig Count |
| 226 | FARMINCOME | Net Farm Income |
| 227 | OPEARNINGSPERSHARE | Operating Earnings per Share |
| 228 | AREARNINGSPERSHARE | As-Reported Earnings per Share |
| 229 | CASHDIVIDENDSPERSHR | Cash Dividends per Share |
| 230 | SALESPERSHR | Sales per Share |
| 231 | BOOKVALPERSHR | Book value per Share |
| 232 | CAPEXPERSHR | Cap ex per Share |
| 233 | PRICE | Price |
| 234 | OPEARNINGSTTM | TTM Operating Earnings |
| 235 | AREARNINGSTTM | TTM Reported Earnings |
| 237 | FINRAFreeCreditMargin | Free Credit Balances in Customers’ Securities Margin Accounts |
| 238 | OCCEquityVolume | Equity Options Volume |
| 239 | OCCNonEquityVolume | Non-Equity Options Volume |
| 243 | BUSLOANS.by.GDP | Business Loans Normalized by GDP |
| 246 | BUSLOANSNSA.by.GDP | Business Loans Normalized by GDP |
| 248 | TOTCINSA.by.GDP | Business Loans (Weekly, NSA) Normalized by GDP |
| 253 | PI.by.GDP | Personal Income (SA) Normalized by GDP |
| 258 | RREACBM027SBOG.by.GDP | Residental Real Estate Loans (Monthly, SA) divided by GDP |
| 259 | RREACBW027SBOG.by.GDP | Residental Real Estate Loans (Weekly, SA) divided by GDP |
| 264 | ASHMA.INTEREST | Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens |
| 268 | TOTLNNSA | Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) |
| 269 | TOTLNNSA.by.GDP | Total Loans Not Seasonally Adjusted divided by GDP |
| 274 | WLRRAL.by.GDP | Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP |
| 278 | SRPSABSNNCB.by.GDP | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP |
| 282 | ASFMA.INTEREST | Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens |
| 283 | ASFMA.INTEREST.by.GDP | Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP |
| 286 | WALCL.by.GDP | All Federal Reserve Banks: Total Assets Divided by GDP |
| 296 | NPPTTLBYPOPTHM | ADP Private Employment / Population |
| 316 | MSPUS.times.HOUST | New privately owned units start times median price |
| 317 | MSPUS.times.HNFSUSNSA | New privately owned 1-family units for sale times median price |
| 321 | CPIAUCSL_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Consumer Price Index for All Urban Consumers: All Items |
| 324 | CPIAUCSL_Log | Log of Consumer Price Index for All Urban Consumers: All Items |
| 325 | CPIAUCSL_mva200 | Consumer Price Index for All Urban Consumers: All Items 200 Day MA |
| 326 | CPIAUCSL_mva050 | Consumer Price Index for All Urban Consumers: All Items 50 Day MA |
| 327 | USREC_YoY | NBER based Recession Indicators Year over Year |
| 328 | USREC_YoY4 | NBER based Recession Indicators 4 Year over 4 Year |
| 329 | USREC_YoY5 | NBER based Recession Indicators 5 Year over 5 Year |
| 330 | USREC_Smooth | Savitsky-Golay Smoothed (p=3, n=365) NBER based Recession Indicators |
| 331 | USREC_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) NBER based Recession Indicators |
| 332 | USREC_SmoothDer | Derivative of Smoothed NBER based Recession Indicators |
| 333 | USREC_Log | Log of NBER based Recession Indicators |
| 334 | USREC_mva200 | NBER based Recession Indicators 200 Day MA |
| 335 | USREC_mva050 | NBER based Recession Indicators 50 Day MA |
| 341 | UNRATE_SmoothDer | Derivative of Smoothed Civilian Unemployment Rate U-3 |
| 351 | PCEPI_Log | Log of Personal Consumption Expenditures: Chain-type Price Index |
| 352 | PCEPI_mva200 | Personal Consumption Expenditures: Chain-type Price Index 200 Day MA |
| 353 | PCEPI_mva050 | Personal Consumption Expenditures: Chain-type Price Index 50 Day MA |
| 354 | CCSA_YoY | Continued Claims (Insured Unemployment) Year over Year |
| 363 | CCNSA_YoY | Continued Claims (Insured Unemployment, NSA) Year over Year |
| 368 | CCNSA_SmoothDer | Derivative of Smoothed Continued Claims (Insured Unemployment, NSA) |
| 375 | NPPTTL_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Total Nonfarm Private Payroll Employment (ADP) |
| 378 | NPPTTL_Log | Log of Total Nonfarm Private Payroll Employment (ADP) |
| 379 | NPPTTL_mva200 | Total Nonfarm Private Payroll Employment (ADP) 200 Day MA |
| 380 | NPPTTL_mva050 | Total Nonfarm Private Payroll Employment (ADP) 50 Day MA |
| 381 | U6RATE_YoY | Total unemployed + margin + part-time U-6 Year over Year |
| 386 | U6RATE_SmoothDer | Derivative of Smoothed Total unemployed + margin + part-time U-6 |
| 397 | PAYNSA_mva200 | All Employees: Total Nonfarm Payrolls (NSA) 200 Day MA |
| 405 | TABSHNO_Log | Log of Households and nonprofit organizations; total assets, Level |
| 406 | TABSHNO_mva200 | Households and nonprofit organizations; total assets, Level 200 Day MA |
| 407 | TABSHNO_mva050 | Households and nonprofit organizations; total assets, Level 50 Day MA |
| 409 | HNONWPDPI_YoY4 | Household Net Worth, percent Dispsable Income 4 Year over 4 Year |
| 414 | HNONWPDPI_Log | Log of Household Net Worth, percent Dispsable Income |
| 415 | HNONWPDPI_mva200 | Household Net Worth, percent Dispsable Income 200 Day MA |
| 416 | HNONWPDPI_mva050 | Household Net Worth, percent Dispsable Income 50 Day MA |
| 420 | INDPRO_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Industrial Production Index |
| 422 | INDPRO_SmoothDer | Derivative of Smoothed Industrial Production Index |
| 423 | INDPRO_Log | Log of Industrial Production Index |
| 424 | INDPRO_mva200 | Industrial Production Index 200 Day MA |
| 425 | INDPRO_mva050 | Industrial Production Index 50 Day MA |
| 429 | RRSFS_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Real Retail and Food Services Sales |
| 431 | RRSFS_SmoothDer | Derivative of Smoothed Real Retail and Food Services Sales |
| 435 | RSALES_YoY | Real Retail Sales (DISCONTINUED) Year over Year |
| 436 | RSALES_YoY4 | Real Retail Sales (DISCONTINUED) 4 Year over 4 Year |
| 437 | RSALES_YoY5 | Real Retail Sales (DISCONTINUED) 5 Year over 5 Year |
| 441 | RSALES_Log | Log of Real Retail Sales (DISCONTINUED) |
| 442 | RSALES_mva200 | Real Retail Sales (DISCONTINUED) 200 Day MA |
| 443 | RSALES_mva050 | Real Retail Sales (DISCONTINUED) 50 Day MA |
| 458 | RPI_SmoothDer | Derivative of Smoothed Real personal income |
| 467 | PCOPPUSDM_SmoothDer | Derivative of Smoothed Global price of Copper |
| 469 | PCOPPUSDM_mva200 | Global price of Copper 200 Day MA |
| 510 | NOBL.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 512 | NOBL.Volume_SmoothDer | Derivative of Smoothed |
| 514 | NOBL.Volume_mva200 | 200 Day MA |
| 541 | SCHD.High_mva200 | 200 Day MA |
| 564 | SCHD.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 566 | SCHD.Volume_SmoothDer | Derivative of Smoothed |
| 568 | SCHD.Volume_mva200 | 200 Day MA |
| 577 | SCHD.Adjusted_mva200 | 200 Day MA |
| 620 | PFF.Volume_SmoothDer | Derivative of Smoothed |
| 672 | HPI.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 674 | HPI.Volume_SmoothDer | Derivative of Smoothed |
| 723 | GSFTX.Volume_YoY | Year over Year |
| 724 | GSFTX.Volume_YoY4 | 4 Year over 4 Year |
| 725 | GSFTX.Volume_YoY5 | 5 Year over 5 Year |
| 726 | GSFTX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 727 | GSFTX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 728 | GSFTX.Volume_SmoothDer | Derivative of Smoothed |
| 729 | GSFTX.Volume_Log | Log of |
| 730 | GSFTX.Volume_mva200 | 200 Day MA |
| 731 | GSFTX.Volume_mva050 | 50 Day MA |
| 739 | GSFTX.Adjusted_mva200 | 200 Day MA |
| 746 | LFMIX.Open_SmoothDer | Derivative of Smoothed |
| 755 | LFMIX.High_SmoothDer | Derivative of Smoothed |
| 764 | LFMIX.Low_SmoothDer | Derivative of Smoothed |
| 773 | LFMIX.Close_SmoothDer | Derivative of Smoothed |
| 777 | LFMIX.Volume_YoY | Year over Year |
| 778 | LFMIX.Volume_YoY4 | 4 Year over 4 Year |
| 779 | LFMIX.Volume_YoY5 | 5 Year over 5 Year |
| 780 | LFMIX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 781 | LFMIX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 782 | LFMIX.Volume_SmoothDer | Derivative of Smoothed |
| 783 | LFMIX.Volume_Log | Log of |
| 784 | LFMIX.Volume_mva200 | 200 Day MA |
| 785 | LFMIX.Volume_mva050 | 50 Day MA |
| 789 | LFMIX.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 790 | LFMIX.Adjusted_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 791 | LFMIX.Adjusted_SmoothDer | Derivative of Smoothed |
| 792 | LFMIX.Adjusted_Log | Log of |
| 794 | LFMIX.Adjusted_mva050 | 50 Day MA |
| 799 | LFMCX.Open_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 800 | LFMCX.Open_SmoothDer | Derivative of Smoothed |
| 808 | LFMCX.High_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 809 | LFMCX.High_SmoothDer | Derivative of Smoothed |
| 817 | LFMCX.Low_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 818 | LFMCX.Low_SmoothDer | Derivative of Smoothed |
| 826 | LFMCX.Close_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 827 | LFMCX.Close_SmoothDer | Derivative of Smoothed |
| 831 | LFMCX.Volume_YoY | Year over Year |
| 832 | LFMCX.Volume_YoY4 | 4 Year over 4 Year |
| 833 | LFMCX.Volume_YoY5 | 5 Year over 5 Year |
| 834 | LFMCX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 835 | LFMCX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 836 | LFMCX.Volume_SmoothDer | Derivative of Smoothed |
| 837 | LFMCX.Volume_Log | Log of |
| 838 | LFMCX.Volume_mva200 | 200 Day MA |
| 839 | LFMCX.Volume_mva050 | 50 Day MA |
| 843 | LFMCX.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 844 | LFMCX.Adjusted_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 845 | LFMCX.Adjusted_SmoothDer | Derivative of Smoothed |
| 846 | LFMCX.Adjusted_Log | Log of |
| 848 | LFMCX.Adjusted_mva050 | 50 Day MA |
| 853 | LFMAX.Open_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 854 | LFMAX.Open_SmoothDer | Derivative of Smoothed |
| 862 | LFMAX.High_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 863 | LFMAX.High_SmoothDer | Derivative of Smoothed |
| 871 | LFMAX.Low_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 872 | LFMAX.Low_SmoothDer | Derivative of Smoothed |
| 880 | LFMAX.Close_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 881 | LFMAX.Close_SmoothDer | Derivative of Smoothed |
| 885 | LFMAX.Volume_YoY | Year over Year |
| 886 | LFMAX.Volume_YoY4 | 4 Year over 4 Year |
| 887 | LFMAX.Volume_YoY5 | 5 Year over 5 Year |
| 888 | LFMAX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 889 | LFMAX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 890 | LFMAX.Volume_SmoothDer | Derivative of Smoothed |
| 891 | LFMAX.Volume_Log | Log of |
| 892 | LFMAX.Volume_mva200 | 200 Day MA |
| 893 | LFMAX.Volume_mva050 | 50 Day MA |
| 897 | LFMAX.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 898 | LFMAX.Adjusted_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 899 | LFMAX.Adjusted_SmoothDer | Derivative of Smoothed |
| 900 | LFMAX.Adjusted_Log | Log of |
| 902 | LFMAX.Adjusted_mva050 | 50 Day MA |
| 906 | LCSIX.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 910 | LCSIX.Open_mva200 | 200 Day MA |
| 915 | LCSIX.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 919 | LCSIX.High_mva200 | 200 Day MA |
| 924 | LCSIX.Low_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 928 | LCSIX.Low_mva200 | 200 Day MA |
| 933 | LCSIX.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 937 | LCSIX.Close_mva200 | 200 Day MA |
| 939 | LCSIX.Volume_YoY | Year over Year |
| 940 | LCSIX.Volume_YoY4 | 4 Year over 4 Year |
| 941 | LCSIX.Volume_YoY5 | 5 Year over 5 Year |
| 942 | LCSIX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 943 | LCSIX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 944 | LCSIX.Volume_SmoothDer | Derivative of Smoothed |
| 945 | LCSIX.Volume_Log | Log of |
| 946 | LCSIX.Volume_mva200 | 200 Day MA |
| 947 | LCSIX.Volume_mva050 | 50 Day MA |
| 948 | LCSIX.Adjusted_YoY | Year over Year |
| 951 | LCSIX.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 953 | LCSIX.Adjusted_SmoothDer | Derivative of Smoothed |
| 955 | LCSIX.Adjusted_mva200 | 200 Day MA |
| 956 | LCSIX.Adjusted_mva050 | 50 Day MA |
| 996 | BSV.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 997 | BSV.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 998 | BSV.Volume_SmoothDer | Derivative of Smoothed |
| 1047 | VBIRX.Volume_YoY | Year over Year |
| 1048 | VBIRX.Volume_YoY4 | 4 Year over 4 Year |
| 1049 | VBIRX.Volume_YoY5 | 5 Year over 5 Year |
| 1050 | VBIRX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1051 | VBIRX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1052 | VBIRX.Volume_SmoothDer | Derivative of Smoothed |
| 1053 | VBIRX.Volume_Log | Log of |
| 1054 | VBIRX.Volume_mva200 | 200 Day MA |
| 1055 | VBIRX.Volume_mva050 | 50 Day MA |
| 1104 | BIV.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1106 | BIV.Volume_SmoothDer | Derivative of Smoothed |
| 1108 | BIV.Volume_mva200 | 200 Day MA |
| 1155 | VFSUX.Volume_YoY | Year over Year |
| 1156 | VFSUX.Volume_YoY4 | 4 Year over 4 Year |
| 1157 | VFSUX.Volume_YoY5 | 5 Year over 5 Year |
| 1158 | VFSUX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1159 | VFSUX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1160 | VFSUX.Volume_SmoothDer | Derivative of Smoothed |
| 1161 | VFSUX.Volume_Log | Log of |
| 1162 | VFSUX.Volume_mva200 | 200 Day MA |
| 1163 | VFSUX.Volume_mva050 | 50 Day MA |
| 1209 | LTUIX.Volume_YoY | Year over Year |
| 1210 | LTUIX.Volume_YoY4 | 4 Year over 4 Year |
| 1211 | LTUIX.Volume_YoY5 | 5 Year over 5 Year |
| 1212 | LTUIX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1213 | LTUIX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1214 | LTUIX.Volume_SmoothDer | Derivative of Smoothed |
| 1215 | LTUIX.Volume_Log | Log of |
| 1216 | LTUIX.Volume_mva200 | 200 Day MA |
| 1217 | LTUIX.Volume_mva050 | 50 Day MA |
| 1263 | PTTPX.Volume_YoY | Year over Year |
| 1264 | PTTPX.Volume_YoY4 | 4 Year over 4 Year |
| 1265 | PTTPX.Volume_YoY5 | 5 Year over 5 Year |
| 1266 | PTTPX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1267 | PTTPX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1268 | PTTPX.Volume_SmoothDer | Derivative of Smoothed |
| 1269 | PTTPX.Volume_Log | Log of |
| 1270 | PTTPX.Volume_mva200 | 200 Day MA |
| 1271 | PTTPX.Volume_mva050 | 50 Day MA |
| 1317 | NERYX.Volume_YoY | Year over Year |
| 1318 | NERYX.Volume_YoY4 | 4 Year over 4 Year |
| 1319 | NERYX.Volume_YoY5 | 5 Year over 5 Year |
| 1320 | NERYX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1321 | NERYX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1322 | NERYX.Volume_SmoothDer | Derivative of Smoothed |
| 1323 | NERYX.Volume_Log | Log of |
| 1324 | NERYX.Volume_mva200 | 200 Day MA |
| 1325 | NERYX.Volume_mva050 | 50 Day MA |
| 1371 | STIGX.Volume_YoY | Year over Year |
| 1372 | STIGX.Volume_YoY4 | 4 Year over 4 Year |
| 1373 | STIGX.Volume_YoY5 | 5 Year over 5 Year |
| 1374 | STIGX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1375 | STIGX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1376 | STIGX.Volume_SmoothDer | Derivative of Smoothed |
| 1377 | STIGX.Volume_Log | Log of |
| 1378 | STIGX.Volume_mva200 | 200 Day MA |
| 1379 | STIGX.Volume_mva050 | 50 Day MA |
| 1425 | HLGAX.Volume_YoY | Year over Year |
| 1426 | HLGAX.Volume_YoY4 | 4 Year over 4 Year |
| 1427 | HLGAX.Volume_YoY5 | 5 Year over 5 Year |
| 1428 | HLGAX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1429 | HLGAX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1430 | HLGAX.Volume_SmoothDer | Derivative of Smoothed |
| 1431 | HLGAX.Volume_Log | Log of |
| 1432 | HLGAX.Volume_mva200 | 200 Day MA |
| 1433 | HLGAX.Volume_mva050 | 50 Day MA |
| 1479 | FTRGX.Volume_YoY | Year over Year |
| 1480 | FTRGX.Volume_YoY4 | 4 Year over 4 Year |
| 1481 | FTRGX.Volume_YoY5 | 5 Year over 5 Year |
| 1482 | FTRGX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1483 | FTRGX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1484 | FTRGX.Volume_SmoothDer | Derivative of Smoothed |
| 1485 | FTRGX.Volume_Log | Log of |
| 1486 | FTRGX.Volume_mva200 | 200 Day MA |
| 1487 | FTRGX.Volume_mva050 | 50 Day MA |
| 1533 | THIIX.Volume_YoY | Year over Year |
| 1534 | THIIX.Volume_YoY4 | 4 Year over 4 Year |
| 1535 | THIIX.Volume_YoY5 | 5 Year over 5 Year |
| 1536 | THIIX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1537 | THIIX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1538 | THIIX.Volume_SmoothDer | Derivative of Smoothed |
| 1539 | THIIX.Volume_Log | Log of |
| 1540 | THIIX.Volume_mva200 | 200 Day MA |
| 1541 | THIIX.Volume_mva050 | 50 Day MA |
| 1587 | PTTRX.Volume_YoY | Year over Year |
| 1588 | PTTRX.Volume_YoY4 | 4 Year over 4 Year |
| 1589 | PTTRX.Volume_YoY5 | 5 Year over 5 Year |
| 1590 | PTTRX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1591 | PTTRX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1592 | PTTRX.Volume_SmoothDer | Derivative of Smoothed |
| 1593 | PTTRX.Volume_Log | Log of |
| 1594 | PTTRX.Volume_mva200 | 200 Day MA |
| 1595 | PTTRX.Volume_mva050 | 50 Day MA |
| 1641 | BFIGX.Volume_YoY | Year over Year |
| 1642 | BFIGX.Volume_YoY4 | 4 Year over 4 Year |
| 1643 | BFIGX.Volume_YoY5 | 5 Year over 5 Year |
| 1644 | BFIGX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1645 | BFIGX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1646 | BFIGX.Volume_SmoothDer | Derivative of Smoothed |
| 1647 | BFIGX.Volume_Log | Log of |
| 1648 | BFIGX.Volume_mva200 | 200 Day MA |
| 1649 | BFIGX.Volume_mva050 | 50 Day MA |
| 1702 | VTWO.Volume_mva200 | 200 Day MA |
| 1749 | EIFAX.Volume_YoY | Year over Year |
| 1750 | EIFAX.Volume_YoY4 | 4 Year over 4 Year |
| 1751 | EIFAX.Volume_YoY5 | 5 Year over 5 Year |
| 1752 | EIFAX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1753 | EIFAX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1754 | EIFAX.Volume_SmoothDer | Derivative of Smoothed |
| 1755 | EIFAX.Volume_Log | Log of |
| 1756 | EIFAX.Volume_mva200 | 200 Day MA |
| 1757 | EIFAX.Volume_mva050 | 50 Day MA |
| 1803 | ASDAX.Volume_YoY | Year over Year |
| 1804 | ASDAX.Volume_YoY4 | 4 Year over 4 Year |
| 1805 | ASDAX.Volume_YoY5 | 5 Year over 5 Year |
| 1806 | ASDAX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1807 | ASDAX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1808 | ASDAX.Volume_SmoothDer | Derivative of Smoothed |
| 1809 | ASDAX.Volume_Log | Log of |
| 1810 | ASDAX.Volume_mva200 | 200 Day MA |
| 1811 | ASDAX.Volume_mva050 | 50 Day MA |
| 1857 | TRBUX.Volume_YoY | Year over Year |
| 1858 | TRBUX.Volume_YoY4 | 4 Year over 4 Year |
| 1859 | TRBUX.Volume_YoY5 | 5 Year over 5 Year |
| 1860 | TRBUX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1861 | TRBUX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1862 | TRBUX.Volume_SmoothDer | Derivative of Smoothed |
| 1863 | TRBUX.Volume_Log | Log of |
| 1864 | TRBUX.Volume_mva200 | 200 Day MA |
| 1865 | TRBUX.Volume_mva050 | 50 Day MA |
| 1911 | PRWCX.Volume_YoY | Year over Year |
| 1912 | PRWCX.Volume_YoY4 | 4 Year over 4 Year |
| 1913 | PRWCX.Volume_YoY5 | 5 Year over 5 Year |
| 1914 | PRWCX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1915 | PRWCX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1916 | PRWCX.Volume_SmoothDer | Derivative of Smoothed |
| 1917 | PRWCX.Volume_Log | Log of |
| 1918 | PRWCX.Volume_mva200 | 200 Day MA |
| 1919 | PRWCX.Volume_mva050 | 50 Day MA |
| 1965 | ADOZX.Volume_YoY | Year over Year |
| 1966 | ADOZX.Volume_YoY4 | 4 Year over 4 Year |
| 1967 | ADOZX.Volume_YoY5 | 5 Year over 5 Year |
| 1968 | ADOZX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1969 | ADOZX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1970 | ADOZX.Volume_SmoothDer | Derivative of Smoothed |
| 1971 | ADOZX.Volume_Log | Log of |
| 1972 | ADOZX.Volume_mva200 | 200 Day MA |
| 1973 | ADOZX.Volume_mva050 | 50 Day MA |
| 1986 | MERFX.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1988 | MERFX.Open_SmoothDer | Derivative of Smoothed |
| 1995 | MERFX.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1997 | MERFX.High_SmoothDer | Derivative of Smoothed |
| 2004 | MERFX.Low_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2006 | MERFX.Low_SmoothDer | Derivative of Smoothed |
| 2013 | MERFX.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2015 | MERFX.Close_SmoothDer | Derivative of Smoothed |
| 2019 | MERFX.Volume_YoY | Year over Year |
| 2020 | MERFX.Volume_YoY4 | 4 Year over 4 Year |
| 2021 | MERFX.Volume_YoY5 | 5 Year over 5 Year |
| 2022 | MERFX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2023 | MERFX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 2024 | MERFX.Volume_SmoothDer | Derivative of Smoothed |
| 2025 | MERFX.Volume_Log | Log of |
| 2026 | MERFX.Volume_mva200 | 200 Day MA |
| 2027 | MERFX.Volume_mva050 | 50 Day MA |
| 2031 | MERFX.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2033 | MERFX.Adjusted_SmoothDer | Derivative of Smoothed |
| 2073 | CMNIX.Volume_YoY | Year over Year |
| 2074 | CMNIX.Volume_YoY4 | 4 Year over 4 Year |
| 2075 | CMNIX.Volume_YoY5 | 5 Year over 5 Year |
| 2076 | CMNIX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2077 | CMNIX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 2078 | CMNIX.Volume_SmoothDer | Derivative of Smoothed |
| 2079 | CMNIX.Volume_Log | Log of |
| 2080 | CMNIX.Volume_mva200 | 200 Day MA |
| 2081 | CMNIX.Volume_mva050 | 50 Day MA |
| 2127 | CIHEX.Volume_YoY | Year over Year |
| 2128 | CIHEX.Volume_YoY4 | 4 Year over 4 Year |
| 2129 | CIHEX.Volume_YoY5 | 5 Year over 5 Year |
| 2130 | CIHEX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2131 | CIHEX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 2132 | CIHEX.Volume_SmoothDer | Derivative of Smoothed |
| 2133 | CIHEX.Volume_Log | Log of |
| 2134 | CIHEX.Volume_mva200 | 200 Day MA |
| 2135 | CIHEX.Volume_mva050 | 50 Day MA |
| 2146 | IMPCH_YoY4 | U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 4 Year over 4 Year |
| 2152 | IMPCH_mva200 | U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 200 Day MA |
| 2170 | IMPMX_mva200 | U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 200 Day MA |
| 2177 | EXPMX_SmoothDer | Derivative of Smoothed U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) |
| 2184 | HSN1FNSA_Smooth | Savitsky-Golay Smoothed (p=3, n=365) New One Family Houses Sold: United States (Monthly, NSA) |
| 2186 | HSN1FNSA_SmoothDer | Derivative of Smoothed New One Family Houses Sold: United States (Monthly, NSA) |
| 2187 | HSN1FNSA_Log | Log of New One Family Houses Sold: United States (Monthly, NSA) |
| 2189 | HSN1FNSA_mva050 | New One Family Houses Sold: United States (Monthly, NSA) 50 Day MA |
| 2193 | HNFSUSNSA_Smooth | Savitsky-Golay Smoothed (p=3, n=365) New One Family Houses for Sale in the United States (Monthly, NSA) |
| 2196 | HNFSUSNSA_Log | Log of New One Family Houses for Sale in the United States (Monthly, NSA) |
| 2197 | HNFSUSNSA_mva200 | New One Family Houses for Sale in the United States (Monthly, NSA) 200 Day MA |
| 2198 | HNFSUSNSA_mva050 | New One Family Houses for Sale in the United States (Monthly, NSA) 50 Day MA |
| 2199 | BUSLOANS_YoY | Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) Year over Year |
| 2204 | BUSLOANS_SmoothDer | Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) |
| 2205 | BUSLOANS_Log | Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) |
| 2207 | BUSLOANS_mva050 | Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 50 Day MA |
| 2208 | TOTCI_YoY | Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) Year over Year |
| 2210 | TOTCI_YoY5 | Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 5 Year over 5 Year |
| 2211 | TOTCI_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) |
| 2213 | TOTCI_SmoothDer | Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) |
| 2216 | TOTCI_mva050 | Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 50 Day MA |
| 2220 | BUSLOANSNSA_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) |
| 2222 | BUSLOANSNSA_SmoothDer | Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) |
| 2223 | BUSLOANSNSA_Log | Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) |
| 2225 | BUSLOANSNSA_mva050 | Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 50 Day MA |
| 2232 | REALLNNSA_Log | Log of Real Estate Loans, All Commercial Banks (Monthly, NSA) |
| 2233 | REALLNNSA_mva200 | Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA |
| 2234 | REALLNNSA_mva050 | Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA |
| 2238 | REALLN_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Monthly, SA) |
| 2241 | REALLN_Log | Log of Real Estate Loans, All Commercial Banks (Monthly, SA) |
| 2242 | REALLN_mva200 | Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA |
| 2243 | REALLN_mva050 | Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA |
| 2251 | RELACBW027NBOG_mva200 | Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA |
| 2252 | RELACBW027NBOG_mva050 | Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA |
| 2256 | RELACBW027SBOG_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, SA) |
| 2258 | RELACBW027SBOG_SmoothDer | Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, SA) |
| 2259 | RELACBW027SBOG_Log | Log of Real Estate Loans, All Commercial Banks (Weekly, SA) |
| 2260 | RELACBW027SBOG_mva200 | Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA |
| 2261 | RELACBW027SBOG_mva050 | Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA |
| 2262 | RREACBM027NBOG_YoY | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) Year over Year |
| 2269 | RREACBM027NBOG_mva200 | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA |
| 2271 | RREACBM027SBOG_YoY | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) Year over Year |
| 2277 | RREACBM027SBOG_Log | Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) |
| 2278 | RREACBM027SBOG_mva200 | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA |
| 2279 | RREACBM027SBOG_mva050 | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA |
| 2283 | RREACBW027SBOG_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) |
| 2285 | RREACBW027SBOG_SmoothDer | Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) |
| 2286 | RREACBW027SBOG_Log | Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) |
| 2287 | RREACBW027SBOG_mva200 | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA |
| 2288 | RREACBW027SBOG_mva050 | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA |
| 2296 | RREACBW027NBOG_mva200 | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA |
| 2297 | RREACBW027NBOG_mva050 | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA |
| 2299 | MORTGAGE30US_YoY4 | 30-Year Fixed Rate Mortgage Average in the United States 4 Year over 4 Year |
| 2300 | MORTGAGE30US_YoY5 | 30-Year Fixed Rate Mortgage Average in the United States 5 Year over 5 Year |
| 2301 | MORTGAGE30US_Smooth | Savitsky-Golay Smoothed (p=3, n=365) 30-Year Fixed Rate Mortgage Average in the United States |
| 2302 | MORTGAGE30US_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) 30-Year Fixed Rate Mortgage Average in the United States |
| 2303 | MORTGAGE30US_SmoothDer | Derivative of Smoothed 30-Year Fixed Rate Mortgage Average in the United States |
| 2304 | MORTGAGE30US_Log | Log of 30-Year Fixed Rate Mortgage Average in the United States |
| 2305 | MORTGAGE30US_mva200 | 30-Year Fixed Rate Mortgage Average in the United States 200 Day MA |
| 2306 | MORTGAGE30US_mva050 | 30-Year Fixed Rate Mortgage Average in the United States 50 Day MA |
| 2314 | CONSUMERNSA_mva200 | Consumer Loans, All Commercial Banks 200 Day MA |
| 2319 | TOTLLNSA_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Loans and Leases in Bank Credit, All Commercial Banks |
| 2321 | TOTLLNSA_SmoothDer | Derivative of Smoothed Loans and Leases in Bank Credit, All Commercial Banks |
| 2322 | TOTLLNSA_Log | Log of Loans and Leases in Bank Credit, All Commercial Banks |
| 2323 | TOTLLNSA_mva200 | Loans and Leases in Bank Credit, All Commercial Banks 200 Day MA |
| 2324 | TOTLLNSA_mva050 | Loans and Leases in Bank Credit, All Commercial Banks 50 Day MA |
| 2328 | DPSACBW027SBOG_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Deposits, All Commercial Banks |
| 2332 | DPSACBW027SBOG_mva200 | Deposits, All Commercial Banks 200 Day MA |
| 2333 | DPSACBW027SBOG_mva050 | Deposits, All Commercial Banks 50 Day MA |
| 2334 | DRCLACBS_YoY | Delinquency Rate on Consumer Loans, All Commercial Banks, SA Year over Year |
| 2335 | DRCLACBS_YoY4 | Delinquency Rate on Consumer Loans, All Commercial Banks, SA 4 Year over 4 Year |
| 2336 | DRCLACBS_YoY5 | Delinquency Rate on Consumer Loans, All Commercial Banks, SA 5 Year over 5 Year |
| 2340 | DRCLACBS_Log | Log of Delinquency Rate on Consumer Loans, All Commercial Banks, SA |
| 2341 | DRCLACBS_mva200 | Delinquency Rate on Consumer Loans, All Commercial Banks, SA 200 Day MA |
| 2342 | DRCLACBS_mva050 | Delinquency Rate on Consumer Loans, All Commercial Banks, SA 50 Day MA |
| 2346 | TOTCINSA_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) |
| 2348 | TOTCINSA_SmoothDer | Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) |
| 2349 | TOTCINSA_Log | Log of Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) |
| 2351 | TOTCINSA_mva050 | Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 50 Day MA |
| 2353 | SRPSABSNNCB_YoY4 | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 4 Year over 4 Year |
| 2354 | SRPSABSNNCB_YoY5 | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 5 Year over 5 Year |
| 2357 | SRPSABSNNCB_SmoothDer | Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) |
| 2358 | SRPSABSNNCB_Log | Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) |
| 2359 | SRPSABSNNCB_mva200 | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 200 Day MA |
| 2360 | SRPSABSNNCB_mva050 | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 50 Day MA |
| 2367 | ASTLL_Log | Log of All sectors; total loans; liability, Level (NSA) |
| 2368 | ASTLL_mva200 | All sectors; total loans; liability, Level (NSA) 200 Day MA |
| 2369 | ASTLL_mva050 | All sectors; total loans; liability, Level (NSA) 50 Day MA |
| 2370 | FBDILNECA_YoY | Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) Year over Year |
| 2376 | FBDILNECA_Log | Log of Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) |
| 2377 | FBDILNECA_mva200 | Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 200 Day MA |
| 2378 | FBDILNECA_mva050 | Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 50 Day MA |
| 2382 | ASOLAL_Smooth | Savitsky-Golay Smoothed (p=3, n=365) All sectors; other loans and advances; liability, Level (NSA) |
| 2385 | ASOLAL_Log | Log of All sectors; other loans and advances; liability, Level (NSA) |
| 2386 | ASOLAL_mva200 | All sectors; other loans and advances; liability, Level (NSA) 200 Day MA |
| 2387 | ASOLAL_mva050 | All sectors; other loans and advances; liability, Level (NSA) 50 Day MA |
| 2394 | ASTMA_Log | Log of All sectors; total mortgages; asset, Level (NSA) |
| 2395 | ASTMA_mva200 | All sectors; total mortgages; asset, Level (NSA) 200 Day MA |
| 2396 | ASTMA_mva050 | All sectors; total mortgages; asset, Level (NSA) 50 Day MA |
| 2403 | ASHMA_Log | Log of All sectors; home mortgages; asset, Level (NSA) |
| 2404 | ASHMA_mva200 | All sectors; home mortgages; asset, Level (NSA) 200 Day MA |
| 2405 | ASHMA_mva050 | All sectors; home mortgages; asset, Level (NSA) 50 Day MA |
| 2412 | ASMRMA_Log | Log of All sectors; multifamily residential mortgages; asset, Level (NSA) |
| 2413 | ASMRMA_mva200 | All sectors; multifamily residential mortgages; asset, Level (NSA) 200 Day MA |
| 2414 | ASMRMA_mva050 | All sectors; multifamily residential mortgages; asset, Level (NSA) 50 Day MA |
| 2421 | ASCMA_Log | Log of All sectors; commercial mortgages; asset, Level (NSA) |
| 2422 | ASCMA_mva200 | All sectors; commercial mortgages; asset, Level (NSA) 200 Day MA |
| 2423 | ASCMA_mva050 | All sectors; commercial mortgages; asset, Level (NSA) 50 Day MA |
| 2430 | ASFMA_Log | Log of All sectors; farm mortgages; asset, Level (NSA) |
| 2431 | ASFMA_mva200 | All sectors; farm mortgages; asset, Level (NSA) 200 Day MA |
| 2432 | ASFMA_mva050 | All sectors; farm mortgages; asset, Level (NSA) 50 Day MA |
| 2439 | CCLBSHNO_Log | Log of Households and nonprofit organizations; consumer credit; liability, Level (NSA) |
| 2440 | CCLBSHNO_mva200 | Households and nonprofit organizations; consumer credit; liability, Level (NSA) 200 Day MA |
| 2441 | CCLBSHNO_mva050 | Households and nonprofit organizations; consumer credit; liability, Level (NSA) 50 Day MA |
| 2448 | FBDSILQ027S_Log | Log of Domestic financial sectors debt securities; liability, Level (NSA) |
| 2449 | FBDSILQ027S_mva200 | Domestic financial sectors debt securities; liability, Level (NSA) 200 Day MA |
| 2450 | FBDSILQ027S_mva050 | Domestic financial sectors debt securities; liability, Level (NSA) 50 Day MA |
| 2457 | FBLL_Log | Log of Domestic financial sectors loans; liability, Level (NSA) |
| 2458 | FBLL_mva200 | Domestic financial sectors loans; liability, Level (NSA) 200 Day MA |
| 2459 | FBLL_mva050 | Domestic financial sectors loans; liability, Level (NSA) 50 Day MA |
| 2463 | NCBDBIQ027S_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; debt securities; liability, Level |
| 2472 | DGS10_Smooth | Savitsky-Golay Smoothed (p=3, n=365) 10-Year Treasury Constant Maturity Rate |
| 2473 | DGS10_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) 10-Year Treasury Constant Maturity Rate |
| 2474 | DGS10_SmoothDer | Derivative of Smoothed 10-Year Treasury Constant Maturity Rate |
| 2476 | DGS10_mva200 | 10-Year Treasury Constant Maturity Rate 200 Day MA |
| 2477 | DGS10_mva050 | 10-Year Treasury Constant Maturity Rate 50 Day MA |
| 2480 | TNX.Open_YoY5 | 5 Year over 5 Year |
| 2481 | TNX.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2482 | TNX.Open_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 2483 | TNX.Open_SmoothDer | Derivative of Smoothed |
| 2485 | TNX.Open_mva200 | 200 Day MA |
| 2486 | TNX.Open_mva050 | 50 Day MA |
| 2489 | TNX.High_YoY5 | 5 Year over 5 Year |
| 2490 | TNX.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2491 | TNX.High_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 2492 | TNX.High_SmoothDer | Derivative of Smoothed |
| 2494 | TNX.High_mva200 | 200 Day MA |
| 2495 | TNX.High_mva050 | 50 Day MA |
| 2498 | TNX.Low_YoY5 | 5 Year over 5 Year |
| 2499 | TNX.Low_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2500 | TNX.Low_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 2501 | TNX.Low_SmoothDer | Derivative of Smoothed |
| 2503 | TNX.Low_mva200 | 200 Day MA |
| 2504 | TNX.Low_mva050 | 50 Day MA |
| 2508 | TNX.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2509 | TNX.Close_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 2510 | TNX.Close_SmoothDer | Derivative of Smoothed |
| 2512 | TNX.Close_mva200 | 200 Day MA |
| 2513 | TNX.Close_mva050 | 50 Day MA |
| 2514 | TNX.Volume_YoY | Year over Year |
| 2515 | TNX.Volume_YoY4 | 4 Year over 4 Year |
| 2516 | TNX.Volume_YoY5 | 5 Year over 5 Year |
| 2517 | TNX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2518 | TNX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 2519 | TNX.Volume_SmoothDer | Derivative of Smoothed |
| 2520 | TNX.Volume_Log | Log of |
| 2521 | TNX.Volume_mva200 | 200 Day MA |
| 2522 | TNX.Volume_mva050 | 50 Day MA |
| 2526 | TNX.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2527 | TNX.Adjusted_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 2528 | TNX.Adjusted_SmoothDer | Derivative of Smoothed |
| 2530 | TNX.Adjusted_mva200 | 200 Day MA |
| 2531 | TNX.Adjusted_mva050 | 50 Day MA |
| 2535 | CLF.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2537 | CLF.Open_SmoothDer | Derivative of Smoothed |
| 2538 | CLF.Open_Log | Log of |
| 2539 | CLF.Open_mva200 | 200 Day MA |
| 2540 | CLF.Open_mva050 | 50 Day MA |
| 2544 | CLF.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2546 | CLF.High_SmoothDer | Derivative of Smoothed |
| 2548 | CLF.High_mva200 | 200 Day MA |
| 2549 | CLF.High_mva050 | 50 Day MA |
| 2553 | CLF.Low_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2555 | CLF.Low_SmoothDer | Derivative of Smoothed |
| 2556 | CLF.Low_Log | Log of |
| 2557 | CLF.Low_mva200 | 200 Day MA |
| 2558 | CLF.Low_mva050 | 50 Day MA |
| 2562 | CLF.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2564 | CLF.Close_SmoothDer | Derivative of Smoothed |
| 2565 | CLF.Close_Log | Log of |
| 2566 | CLF.Close_mva200 | 200 Day MA |
| 2567 | CLF.Close_mva050 | 50 Day MA |
| 2573 | CLF.Volume_SmoothDer | Derivative of Smoothed |
| 2574 | CLF.Volume_Log | Log of |
| 2580 | CLF.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2582 | CLF.Adjusted_SmoothDer | Derivative of Smoothed |
| 2583 | CLF.Adjusted_Log | Log of |
| 2584 | CLF.Adjusted_mva200 | 200 Day MA |
| 2585 | CLF.Adjusted_mva050 | 50 Day MA |
| 2589 | DGS30_Smooth | Savitsky-Golay Smoothed (p=3, n=365) 10-Year Treasury Constant Maturity Rate |
| 2591 | DGS30_SmoothDer | Derivative of Smoothed 10-Year Treasury Constant Maturity Rate |
| 2594 | DGS30_mva050 | 10-Year Treasury Constant Maturity Rate 50 Day MA |
| 2598 | DGS1_Smooth | Savitsky-Golay Smoothed (p=3, n=365) 1-Year Treasury Constant Maturity Rate |
| 2599 | DGS1_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) 1-Year Treasury Constant Maturity Rate |
| 2600 | DGS1_SmoothDer | Derivative of Smoothed 1-Year Treasury Constant Maturity Rate |
| 2602 | DGS1_mva200 | 1-Year Treasury Constant Maturity Rate 200 Day MA |
| 2603 | DGS1_mva050 | 1-Year Treasury Constant Maturity Rate 50 Day MA |
| 2604 | DGS2_YoY | 2-Year Treasury Constant Maturity Rate Year over Year |
| 2607 | DGS2_Smooth | Savitsky-Golay Smoothed (p=3, n=365) 2-Year Treasury Constant Maturity Rate |
| 2609 | DGS2_SmoothDer | Derivative of Smoothed 2-Year Treasury Constant Maturity Rate |
| 2611 | DGS2_mva200 | 2-Year Treasury Constant Maturity Rate 200 Day MA |
| 2612 | DGS2_mva050 | 2-Year Treasury Constant Maturity Rate 50 Day MA |
| 2613 | TB3MS_YoY | 3-Month Treasury Bill: Secondary Market Rate (Monthly) Year over Year |
| 2616 | TB3MS_Smooth | Savitsky-Golay Smoothed (p=3, n=365) 3-Month Treasury Bill: Secondary Market Rate (Monthly) |
| 2618 | TB3MS_SmoothDer | Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Monthly) |
| 2619 | TB3MS_Log | Log of 3-Month Treasury Bill: Secondary Market Rate (Monthly) |
| 2620 | TB3MS_mva200 | 3-Month Treasury Bill: Secondary Market Rate (Monthly) 200 Day MA |
| 2621 | TB3MS_mva050 | 3-Month Treasury Bill: Secondary Market Rate (Monthly) 50 Day MA |
| 2625 | DTB3_Smooth | Savitsky-Golay Smoothed (p=3, n=365) 3-Month Treasury Bill: Secondary Market Rate (Daily) |
| 2627 | DTB3_SmoothDer | Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Daily) |
| 2628 | DTB3_Log | Log of 3-Month Treasury Bill: Secondary Market Rate (Daily) |
| 2629 | DTB3_mva200 | 3-Month Treasury Bill: Secondary Market Rate (Daily) 200 Day MA |
| 2630 | DTB3_mva050 | 3-Month Treasury Bill: Secondary Market Rate (Daily) 50 Day MA |
| 2634 | IRX.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2635 | IRX.Open_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 2636 | IRX.Open_SmoothDer | Derivative of Smoothed |
| 2637 | IRX.Open_Log | Log of |
| 2639 | IRX.Open_mva050 | 50 Day MA |
| 2643 | IRX.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2644 | IRX.High_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 2645 | IRX.High_SmoothDer | Derivative of Smoothed |
| 2646 | IRX.High_Log | Log of |
| 2648 | IRX.High_mva050 | 50 Day MA |
| 2652 | IRX.Low_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2653 | IRX.Low_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 2654 | IRX.Low_SmoothDer | Derivative of Smoothed |
| 2655 | IRX.Low_Log | Log of |
| 2656 | IRX.Low_mva200 | 200 Day MA |
| 2657 | IRX.Low_mva050 | 50 Day MA |
| 2661 | IRX.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2662 | IRX.Close_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 2663 | IRX.Close_SmoothDer | Derivative of Smoothed |
| 2664 | IRX.Close_Log | Log of |
| 2665 | IRX.Close_mva200 | 200 Day MA |
| 2666 | IRX.Close_mva050 | 50 Day MA |
| 2667 | IRX.Volume_YoY | Year over Year |
| 2668 | IRX.Volume_YoY4 | 4 Year over 4 Year |
| 2669 | IRX.Volume_YoY5 | 5 Year over 5 Year |
| 2670 | IRX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2671 | IRX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 2672 | IRX.Volume_SmoothDer | Derivative of Smoothed |
| 2673 | IRX.Volume_Log | Log of |
| 2674 | IRX.Volume_mva200 | 200 Day MA |
| 2675 | IRX.Volume_mva050 | 50 Day MA |
| 2679 | IRX.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2680 | IRX.Adjusted_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 2681 | IRX.Adjusted_SmoothDer | Derivative of Smoothed |
| 2682 | IRX.Adjusted_Log | Log of |
| 2683 | IRX.Adjusted_mva200 | 200 Day MA |
| 2684 | IRX.Adjusted_mva050 | 50 Day MA |
| 2688 | DCOILWTICO_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma |
| 2690 | DCOILWTICO_SmoothDer | Derivative of Smoothed Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma |
| 2691 | DCOILWTICO_Log | Log of Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma |
| 2692 | DCOILWTICO_mva200 | Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma 200 Day MA |
| 2693 | DCOILWTICO_mva050 | Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma 50 Day MA |
| 2697 | DCOILBRENTEU_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Crude Oil Prices: Brent - Europe |
| 2699 | DCOILBRENTEU_SmoothDer | Derivative of Smoothed Crude Oil Prices: Brent - Europe |
| 2701 | DCOILBRENTEU_mva200 | Crude Oil Prices: Brent - Europe 200 Day MA |
| 2702 | DCOILBRENTEU_mva050 | Crude Oil Prices: Brent - Europe 50 Day MA |
| 2710 | NEWORDER_mva200 | Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 200 Day MA |
| 2715 | ALTSALES_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Light Weight Vehicle Sales: Autos and Light Trucks |
| 2717 | ALTSALES_SmoothDer | Derivative of Smoothed Light Weight Vehicle Sales: Autos and Light Trucks |
| 2726 | ICSA_SmoothDer | Derivative of Smoothed Initial Jobless Claims |
| 2769 | GSPC.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2771 | GSPC.Volume_SmoothDer | Derivative of Smoothed |
| 2820 | RLG.Volume_YoY | Year over Year |
| 2821 | RLG.Volume_YoY4 | 4 Year over 4 Year |
| 2822 | RLG.Volume_YoY5 | 5 Year over 5 Year |
| 2823 | RLG.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2824 | RLG.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 2825 | RLG.Volume_SmoothDer | Derivative of Smoothed |
| 2826 | RLG.Volume_Log | Log of |
| 2827 | RLG.Volume_mva200 | 200 Day MA |
| 2828 | RLG.Volume_mva050 | 50 Day MA |
| 2877 | DJI.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2879 | DJI.Volume_SmoothDer | Derivative of Smoothed |
| 2881 | DJI.Volume_mva200 | 200 Day MA |
| 2931 | STOXX50E.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2933 | STOXX50E.Volume_SmoothDer | Derivative of Smoothed |
| 2934 | STOXX50E.Volume_Log | Log of |
| 2935 | STOXX50E.Volume_mva200 | 200 Day MA |
| 2985 | EFA.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2987 | EFA.Volume_SmoothDer | Derivative of Smoothed |
| 2989 | EFA.Volume_mva200 | 200 Day MA |
| 3006 | GDP_Log | Log of Gross Domestic Product |
| 3007 | GDP_mva200 | Gross Domestic Product 200 Day MA |
| 3008 | GDP_mva050 | Gross Domestic Product 50 Day MA |
| 3011 | FNDEFX_YoY5 | Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 5 Year over 5 Year |
| 3014 | FNDEFX_SmoothDer | Derivative of Smoothed Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) |
| 3015 | FNDEFX_Log | Log of Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) |
| 3016 | FNDEFX_mva200 | Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 200 Day MA |
| 3017 | FNDEFX_mva050 | Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 50 Day MA |
| 3021 | FDEFX_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) |
| 3033 | GDPNOW_Log | Log of Fed Atlanta GDPNow |
| 3042 | GDPC1_Log | Log of Real Gross Domestic Product |
| 3043 | GDPC1_mva200 | Real Gross Domestic Product 200 Day MA |
| 3044 | GDPC1_mva050 | Real Gross Domestic Product 50 Day MA |
| 3051 | GDPDEF_Log | Log of Gross Domestic Product: Implicit Price Deflator |
| 3052 | GDPDEF_mva200 | Gross Domestic Product: Implicit Price Deflator 200 Day MA |
| 3053 | GDPDEF_mva050 | Gross Domestic Product: Implicit Price Deflator 50 Day MA |
| 3095 | VIG.Volume_SmoothDer | Derivative of Smoothed |
| 3112 | WLRRAL_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) |
| 3114 | WLRRAL_Log | Log of Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) |
| 3115 | WLRRAL_mva200 | Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) 200 Day MA |
| 3117 | FEDFUNDS_YoY | Effective Federal Funds Rate Year over Year |
| 3123 | FEDFUNDS_Log | Log of Effective Federal Funds Rate |
| 3132 | GPDI_Log | Log of Gross Private Domestic Investment |
| 3133 | GPDI_mva200 | Gross Private Domestic Investment 200 Day MA |
| 3134 | GPDI_mva050 | Gross Private Domestic Investment 50 Day MA |
| 3135 | W790RC1Q027SBEA_YoY | Net domestic investment: Private: Domestic busines Year over Year |
| 3141 | W790RC1Q027SBEA_Log | Log of Net domestic investment: Private: Domestic busines |
| 3142 | W790RC1Q027SBEA_mva200 | Net domestic investment: Private: Domestic busines 200 Day MA |
| 3143 | W790RC1Q027SBEA_mva050 | Net domestic investment: Private: Domestic busines 50 Day MA |
| 3144 | MZMV_YoY | Velocity of MZM Money Stock Year over Year |
| 3146 | MZMV_YoY5 | Velocity of MZM Money Stock 5 Year over 5 Year |
| 3150 | MZMV_Log | Log of Velocity of MZM Money Stock |
| 3151 | MZMV_mva200 | Velocity of MZM Money Stock 200 Day MA |
| 3152 | MZMV_mva050 | Velocity of MZM Money Stock 50 Day MA |
| 3158 | M1_SmoothDer | Derivative of Smoothed M1 Money Stock |
| 3159 | M1_Log | Log of M1 Money Stock |
| 3160 | M1_mva200 | M1 Money Stock 200 Day MA |
| 3161 | M1_mva050 | M1 Money Stock 50 Day MA |
| 3167 | M2_SmoothDer | Derivative of Smoothed M2 Money Stock |
| 3168 | M2_Log | Log of M2 Money Stock |
| 3169 | M2_mva200 | M2 Money Stock 200 Day MA |
| 3170 | M2_mva050 | M2 Money Stock 50 Day MA |
| 3173 | OPHNFB_YoY5 | Nonfarm Business Sector: Real Output Per Hour of All Persons 5 Year over 5 Year |
| 3177 | OPHNFB_Log | Log of Nonfarm Business Sector: Real Output Per Hour of All Persons |
| 3178 | OPHNFB_mva200 | Nonfarm Business Sector: Real Output Per Hour of All Persons 200 Day MA |
| 3179 | OPHNFB_mva050 | Nonfarm Business Sector: Real Output Per Hour of All Persons 50 Day MA |
| 3183 | IPMAN_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Industrial Production: Manufacturing (NAICS) |
| 3186 | IPMAN_Log | Log of Industrial Production: Manufacturing (NAICS) |
| 3187 | IPMAN_mva200 | Industrial Production: Manufacturing (NAICS) 200 Day MA |
| 3188 | IPMAN_mva050 | Industrial Production: Manufacturing (NAICS) 50 Day MA |
| 3230 | IWD.Volume_SmoothDer | Derivative of Smoothed |
| 3241 | IWD.Adjusted_mva200 | 200 Day MA |
| 3245 | GS5_YoY5 | 5-Year Treasury Constant Maturity Rate 5 Year over 5 Year |
| 3246 | GS5_Smooth | Savitsky-Golay Smoothed (p=3, n=365) 5-Year Treasury Constant Maturity Rate |
| 3248 | GS5_SmoothDer | Derivative of Smoothed 5-Year Treasury Constant Maturity Rate |
| 3249 | GS5_Log | Log of 5-Year Treasury Constant Maturity Rate |
| 3250 | GS5_mva200 | 5-Year Treasury Constant Maturity Rate 200 Day MA |
| 3251 | GS5_mva050 | 5-Year Treasury Constant Maturity Rate 50 Day MA |
| 3257 | PSAVERT_SmoothDer | Derivative of Smoothed Personal Saving Rate |
| 3264 | VIXCLS_Smooth | Savitsky-Golay Smoothed (p=3, n=365) CBOE Volatility Index |
| 3266 | VIXCLS_SmoothDer | Derivative of Smoothed CBOE Volatility Index |
| 3268 | VIXCLS_mva200 | CBOE Volatility Index 200 Day MA |
| 3273 | VXX.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3275 | VXX.Open_SmoothDer | Derivative of Smoothed |
| 3282 | VXX.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3284 | VXX.High_SmoothDer | Derivative of Smoothed |
| 3291 | VXX.Low_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3293 | VXX.Low_SmoothDer | Derivative of Smoothed |
| 3300 | VXX.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3302 | VXX.Close_SmoothDer | Derivative of Smoothed |
| 3308 | VXX.Volume_YoY5 | 5 Year over 5 Year |
| 3312 | VXX.Volume_Log | Log of |
| 3318 | VXX.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3320 | VXX.Adjusted_SmoothDer | Derivative of Smoothed |
| 3327 | HOUST1F_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Privately Owned Housing Starts: 1-Unit Structures |
| 3331 | HOUST1F_mva200 | Privately Owned Housing Starts: 1-Unit Structures 200 Day MA |
| 3332 | HOUST1F_mva050 | Privately Owned Housing Starts: 1-Unit Structures 50 Day MA |
| 3335 | GFDEBTN_YoY5 | Federal Debt: Total Public Debt 5 Year over 5 Year |
| 3339 | GFDEBTN_Log | Log of Federal Debt: Total Public Debt |
| 3340 | GFDEBTN_mva200 | Federal Debt: Total Public Debt 200 Day MA |
| 3341 | GFDEBTN_mva050 | Federal Debt: Total Public Debt 50 Day MA |
| 3344 | HOUST_YoY5 | Housing Starts: Total: New Privately Owned Housing Units Started 5 Year over 5 Year |
| 3345 | HOUST_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Housing Starts: Total: New Privately Owned Housing Units Started |
| 3347 | HOUST_SmoothDer | Derivative of Smoothed Housing Starts: Total: New Privately Owned Housing Units Started |
| 3348 | HOUST_Log | Log of Housing Starts: Total: New Privately Owned Housing Units Started |
| 3349 | HOUST_mva200 | Housing Starts: Total: New Privately Owned Housing Units Started 200 Day MA |
| 3350 | HOUST_mva050 | Housing Starts: Total: New Privately Owned Housing Units Started 50 Day MA |
| 3352 | MSPUS_YoY4 | Median Sales Price of Houses Sold for the United States 4 Year over 4 Year |
| 3354 | MSPUS_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Median Sales Price of Houses Sold for the United States |
| 3376 | DGORDER_mva200 | Manufacturers’ New Orders: Durable Goods (SA) 200 Day MA |
| 3384 | CSUSHPINSA_Log | Log of S&P/Case-Shiller U.S. National Home Price Index (NSA) |
| 3385 | CSUSHPINSA_mva200 | S&P/Case-Shiller U.S. National Home Price Index (NSA) 200 Day MA |
| 3386 | CSUSHPINSA_mva050 | S&P/Case-Shiller U.S. National Home Price Index (NSA) 50 Day MA |
| 3387 | GFDEGDQ188S_YoY | Federal Debt: Total Public Debt as Percent of Gross Domestic Product Year over Year |
| 3389 | GFDEGDQ188S_YoY5 | Federal Debt: Total Public Debt as Percent of Gross Domestic Product 5 Year over 5 Year |
| 3392 | GFDEGDQ188S_SmoothDer | Derivative of Smoothed Federal Debt: Total Public Debt as Percent of Gross Domestic Product |
| 3393 | GFDEGDQ188S_Log | Log of Federal Debt: Total Public Debt as Percent of Gross Domestic Product |
| 3395 | GFDEGDQ188S_mva050 | Federal Debt: Total Public Debt as Percent of Gross Domestic Product 50 Day MA |
| 3396 | FYFSD_YoY | Federal Surplus or Deficit Year over Year |
| 3402 | FYFSD_Log | Log of Federal Surplus or Deficit |
| 3403 | FYFSD_mva200 | Federal Surplus or Deficit 200 Day MA |
| 3404 | FYFSD_mva050 | Federal Surplus or Deficit 50 Day MA |
| 3405 | FYFSGDA188S_YoY | Federal Surplus or Deficit [-] as Percent of Gross Domestic Product Year over Year |
| 3410 | FYFSGDA188S_SmoothDer | Derivative of Smoothed Federal Surplus or Deficit [-] as Percent of Gross Domestic Product |
| 3411 | FYFSGDA188S_Log | Log of Federal Surplus or Deficit [-] as Percent of Gross Domestic Product |
| 3412 | FYFSGDA188S_mva200 | Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 200 Day MA |
| 3413 | FYFSGDA188S_mva050 | Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 50 Day MA |
| 3417 | GDX.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3418 | GDX.Open_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 3419 | GDX.Open_SmoothDer | Derivative of Smoothed |
| 3420 | GDX.Open_Log | Log of |
| 3422 | GDX.Open_mva050 | 50 Day MA |
| 3426 | GDX.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3427 | GDX.High_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 3428 | GDX.High_SmoothDer | Derivative of Smoothed |
| 3431 | GDX.High_mva050 | 50 Day MA |
| 3435 | GDX.Low_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3436 | GDX.Low_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 3437 | GDX.Low_SmoothDer | Derivative of Smoothed |
| 3438 | GDX.Low_Log | Log of |
| 3440 | GDX.Low_mva050 | 50 Day MA |
| 3444 | GDX.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3446 | GDX.Close_SmoothDer | Derivative of Smoothed |
| 3449 | GDX.Close_mva050 | 50 Day MA |
| 3453 | GDX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3455 | GDX.Volume_SmoothDer | Derivative of Smoothed |
| 3462 | GDX.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3464 | GDX.Adjusted_SmoothDer | Derivative of Smoothed |
| 3467 | GDX.Adjusted_mva050 | 50 Day MA |
| 3470 | XLE.Open_YoY5 | 5 Year over 5 Year |
| 3471 | XLE.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3472 | XLE.Open_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 3473 | XLE.Open_SmoothDer | Derivative of Smoothed |
| 3475 | XLE.Open_mva200 | 200 Day MA |
| 3476 | XLE.Open_mva050 | 50 Day MA |
| 3480 | XLE.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3482 | XLE.High_SmoothDer | Derivative of Smoothed |
| 3484 | XLE.High_mva200 | 200 Day MA |
| 3485 | XLE.High_mva050 | 50 Day MA |
| 3488 | XLE.Low_YoY5 | 5 Year over 5 Year |
| 3489 | XLE.Low_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3490 | XLE.Low_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 3491 | XLE.Low_SmoothDer | Derivative of Smoothed |
| 3493 | XLE.Low_mva200 | 200 Day MA |
| 3494 | XLE.Low_mva050 | 50 Day MA |
| 3497 | XLE.Close_YoY5 | 5 Year over 5 Year |
| 3498 | XLE.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3500 | XLE.Close_SmoothDer | Derivative of Smoothed |
| 3502 | XLE.Close_mva200 | 200 Day MA |
| 3503 | XLE.Close_mva050 | 50 Day MA |
| 3507 | XLE.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3509 | XLE.Volume_SmoothDer | Derivative of Smoothed |
| 3511 | XLE.Volume_mva200 | 200 Day MA |
| 3515 | XLE.Adjusted_YoY5 | 5 Year over 5 Year |
| 3516 | XLE.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3517 | XLE.Adjusted_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 3518 | XLE.Adjusted_SmoothDer | Derivative of Smoothed |
| 3519 | XLE.Adjusted_Log | Log of |
| 3520 | XLE.Adjusted_mva200 | 200 Day MA |
| 3521 | XLE.Adjusted_mva050 | 50 Day MA |
| 3522 | GSG.Open_YoY | Year over Year |
| 3525 | GSG.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3526 | GSG.Open_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 3527 | GSG.Open_SmoothDer | Derivative of Smoothed |
| 3529 | GSG.Open_mva200 | 200 Day MA |
| 3530 | GSG.Open_mva050 | 50 Day MA |
| 3534 | GSG.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3536 | GSG.High_SmoothDer | Derivative of Smoothed |
| 3538 | GSG.High_mva200 | 200 Day MA |
| 3539 | GSG.High_mva050 | 50 Day MA |
| 3543 | GSG.Low_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3544 | GSG.Low_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 3545 | GSG.Low_SmoothDer | Derivative of Smoothed |
| 3547 | GSG.Low_mva200 | 200 Day MA |
| 3548 | GSG.Low_mva050 | 50 Day MA |
| 3552 | GSG.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3554 | GSG.Close_SmoothDer | Derivative of Smoothed |
| 3556 | GSG.Close_mva200 | 200 Day MA |
| 3557 | GSG.Close_mva050 | 50 Day MA |
| 3561 | GSG.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3563 | GSG.Volume_SmoothDer | Derivative of Smoothed |
| 3565 | GSG.Volume_mva200 | 200 Day MA |
| 3570 | GSG.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 3572 | GSG.Adjusted_SmoothDer | Derivative of Smoothed |
| 3574 | GSG.Adjusted_mva200 | 200 Day MA |
| 3575 | GSG.Adjusted_mva050 | 50 Day MA |
| 3577 | WALCL_YoY4 | All Federal Reserve Banks: Total Assets 4 Year over 4 Year |
| 3578 | WALCL_YoY5 | All Federal Reserve Banks: Total Assets 5 Year over 5 Year |
| 3579 | WALCL_Smooth | Savitsky-Golay Smoothed (p=3, n=365) All Federal Reserve Banks: Total Assets |
| 3580 | WALCL_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) All Federal Reserve Banks: Total Assets |
| 3582 | WALCL_Log | Log of All Federal Reserve Banks: Total Assets |
| 3583 | WALCL_mva200 | All Federal Reserve Banks: Total Assets 200 Day MA |
| 3584 | WALCL_mva050 | All Federal Reserve Banks: Total Assets 50 Day MA |
| 3591 | OUTMS_Log | Log of Manufacturing Sector: Real Output |
| 3592 | OUTMS_mva200 | Manufacturing Sector: Real Output 200 Day MA |
| 3593 | OUTMS_mva050 | Manufacturing Sector: Real Output 50 Day MA |
| 3600 | MANEMP_Log | Log of All Employees: Manufacturing |
| 3601 | MANEMP_mva200 | All Employees: Manufacturing 200 Day MA |
| 3602 | MANEMP_mva050 | All Employees: Manufacturing 50 Day MA |
| 3608 | PRS30006163_SmoothDer | Derivative of Smoothed Manufacturing Sector: Real Output Per Person |
| 3615 | BAMLC0A3CA_Smooth | Savitsky-Golay Smoothed (p=3, n=365) ICE BofAML US Corporate A Option-Adjusted Spread |
| 3617 | BAMLC0A3CA_SmoothDer | Derivative of Smoothed ICE BofAML US Corporate A Option-Adjusted Spread |
| 3619 | BAMLC0A3CA_mva200 | ICE BofAML US Corporate A Option-Adjusted Spread 200 Day MA |
| 3620 | BAMLC0A3CA_mva050 | ICE BofAML US Corporate A Option-Adjusted Spread 50 Day MA |
| 3623 | AAA_YoY5 | Moody’s Seasoned Aaa Corporate Bond Yield 5 Year over 5 Year |
| 3624 | AAA_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Moody’s Seasoned Aaa Corporate Bond Yield |
| 3626 | AAA_SmoothDer | Derivative of Smoothed Moody’s Seasoned Aaa Corporate Bond Yield |
| 3627 | AAA_Log | Log of Moody’s Seasoned Aaa Corporate Bond Yield |
| 3628 | AAA_mva200 | Moody’s Seasoned Aaa Corporate Bond Yield 200 Day MA |
| 3629 | AAA_mva050 | Moody’s Seasoned Aaa Corporate Bond Yield 50 Day MA |
| 3633 | SOFR_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate |
| 3635 | SOFR_SmoothDer | Derivative of Smoothed Secured Overnight Financing Rate |
| 3637 | SOFR_mva200 | Secured Overnight Financing Rate 200 Day MA |
| 3638 | SOFR_mva050 | Secured Overnight Financing Rate 50 Day MA |
| 3642 | SOFRVOL_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Volume |
| 3644 | SOFRVOL_SmoothDer | Derivative of Smoothed Secured Overnight Financing Volume |
| 3648 | SOFR99_YoY | Secured Overnight Financing Rate: 99th Percentile Year over Year |
| 3649 | SOFR99_YoY4 | Secured Overnight Financing Rate: 99th Percentile 4 Year over 4 Year |
| 3650 | SOFR99_YoY5 | Secured Overnight Financing Rate: 99th Percentile 5 Year over 5 Year |
| 3651 | SOFR99_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 99th Percentile |
| 3653 | SOFR99_SmoothDer | Derivative of Smoothed Secured Overnight Financing Rate: 99th Percentile |
| 3654 | SOFR99_Log | Log of Secured Overnight Financing Rate: 99th Percentile |
| 3655 | SOFR99_mva200 | Secured Overnight Financing Rate: 99th Percentile 200 Day MA |
| 3656 | SOFR99_mva050 | Secured Overnight Financing Rate: 99th Percentile 50 Day MA |
| 3658 | SOFR75_YoY4 | Secured Overnight Financing Rate: 75th Percentile 4 Year over 4 Year |
| 3659 | SOFR75_YoY5 | Secured Overnight Financing Rate: 75th Percentile 5 Year over 5 Year |
| 3660 | SOFR75_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 75th Percentile |
| 3662 | SOFR75_SmoothDer | Derivative of Smoothed Secured Overnight Financing Rate: 75th Percentile |
| 3663 | SOFR75_Log | Log of Secured Overnight Financing Rate: 75th Percentile |
| 3664 | SOFR75_mva200 | Secured Overnight Financing Rate: 75th Percentile 200 Day MA |
| 3665 | SOFR75_mva050 | Secured Overnight Financing Rate: 75th Percentile 50 Day MA |
| 3669 | SOFR25_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 25th Percentile |
| 3671 | SOFR25_SmoothDer | Derivative of Smoothed Secured Overnight Financing Rate: 25th Percentile |
| 3672 | SOFR25_Log | Log of Secured Overnight Financing Rate: 25th Percentile |
| 3673 | SOFR25_mva200 | Secured Overnight Financing Rate: 25th Percentile 200 Day MA |
| 3674 | SOFR25_mva050 | Secured Overnight Financing Rate: 25th Percentile 50 Day MA |
| 3675 | SOFR1_YoY | Secured Overnight Financing Rate: 1st Percentile Year over Year |
| 3678 | SOFR1_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 1st Percentile |
| 3680 | SOFR1_SmoothDer | Derivative of Smoothed Secured Overnight Financing Rate: 1st Percentile |
| 3681 | SOFR1_Log | Log of Secured Overnight Financing Rate: 1st Percentile |
| 3682 | SOFR1_mva200 | Secured Overnight Financing Rate: 1st Percentile 200 Day MA |
| 3683 | SOFR1_mva050 | Secured Overnight Financing Rate: 1st Percentile 50 Day MA |
| 3684 | OBFR_YoY | Overnight Bank Funding Rate Year over Year |
| 3686 | OBFR_YoY5 | Overnight Bank Funding Rate 5 Year over 5 Year |
| 3687 | OBFR_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate |
| 3689 | OBFR_SmoothDer | Derivative of Smoothed Overnight Bank Funding Rate |
| 3690 | OBFR_Log | Log of Overnight Bank Funding Rate |
| 3691 | OBFR_mva200 | Overnight Bank Funding Rate 200 Day MA |
| 3692 | OBFR_mva050 | Overnight Bank Funding Rate 50 Day MA |
| 3693 | OBFR99_YoY | Overnight Bank Funding Rate: 99th Percentile Year over Year |
| 3695 | OBFR99_YoY5 | Overnight Bank Funding Rate: 99th Percentile 5 Year over 5 Year |
| 3696 | OBFR99_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 99th Percentile |
| 3698 | OBFR99_SmoothDer | Derivative of Smoothed Overnight Bank Funding Rate: 99th Percentile |
| 3699 | OBFR99_Log | Log of Overnight Bank Funding Rate: 99th Percentile |
| 3700 | OBFR99_mva200 | Overnight Bank Funding Rate: 99th Percentile 200 Day MA |
| 3701 | OBFR99_mva050 | Overnight Bank Funding Rate: 99th Percentile 50 Day MA |
| 3702 | OBFR75_YoY | Overnight Bank Funding Rate: 75th Percentile Year over Year |
| 3704 | OBFR75_YoY5 | Overnight Bank Funding Rate: 75th Percentile 5 Year over 5 Year |
| 3705 | OBFR75_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 75th Percentile |
| 3707 | OBFR75_SmoothDer | Derivative of Smoothed Overnight Bank Funding Rate: 75th Percentile |
| 3708 | OBFR75_Log | Log of Overnight Bank Funding Rate: 75th Percentile |
| 3709 | OBFR75_mva200 | Overnight Bank Funding Rate: 75th Percentile 200 Day MA |
| 3710 | OBFR75_mva050 | Overnight Bank Funding Rate: 75th Percentile 50 Day MA |
| 3711 | OBFR25_YoY | Overnight Bank Funding Rate: 25th Percentile Year over Year |
| 3713 | OBFR25_YoY5 | Overnight Bank Funding Rate: 25th Percentile 5 Year over 5 Year |
| 3714 | OBFR25_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 25th Percentile |
| 3716 | OBFR25_SmoothDer | Derivative of Smoothed Overnight Bank Funding Rate: 25th Percentile |
| 3717 | OBFR25_Log | Log of Overnight Bank Funding Rate: 25th Percentile |
| 3718 | OBFR25_mva200 | Overnight Bank Funding Rate: 25th Percentile 200 Day MA |
| 3719 | OBFR25_mva050 | Overnight Bank Funding Rate: 25th Percentile 50 Day MA |
| 3723 | OBFR1_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 1st Percentile |
| 3725 | OBFR1_SmoothDer | Derivative of Smoothed Overnight Bank Funding Rate: 1st Percentile |
| 3727 | OBFR1_mva200 | Overnight Bank Funding Rate: 1st Percentile 200 Day MA |
| 3728 | OBFR1_mva050 | Overnight Bank Funding Rate: 1st Percentile 50 Day MA |
| 3735 | RPONTSYD_Log | Log of Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations |
| 3738 | IOER_YoY | Interest Rate on Excess Reserves Year over Year |
| 3744 | IOER_Log | Log of Interest Rate on Excess Reserves |
| 3745 | IOER_mva200 | Interest Rate on Excess Reserves 200 Day MA |
| 3746 | IOER_mva050 | Interest Rate on Excess Reserves 50 Day MA |
| 3756 | EXCSRESNW_YoY | Excess Reserves of Depository Institutions Year over Year |
| 3762 | EXCSRESNW_Log | Log of Excess Reserves of Depository Institutions |
| 3763 | EXCSRESNW_mva200 | Excess Reserves of Depository Institutions 200 Day MA |
| 3764 | EXCSRESNW_mva050 | Excess Reserves of Depository Institutions 50 Day MA |
| 3765 | ECBASSETS_YoY | Central Bank Assets for Euro Area (11-19 Countries) Year over Year |
| 3771 | ECBASSETS_Log | Log of Central Bank Assets for Euro Area (11-19 Countries) |
| 3772 | ECBASSETS_mva200 | Central Bank Assets for Euro Area (11-19 Countries) 200 Day MA |
| 3773 | ECBASSETS_mva050 | Central Bank Assets for Euro Area (11-19 Countries) 50 Day MA |
| 3780 | EUNNGDP_Log | Log of Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) |
| 3781 | EUNNGDP_mva200 | Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 200 Day MA |
| 3782 | EUNNGDP_mva050 | Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 50 Day MA |
| 3785 | CEU0600000007_YoY5 | Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 5 Year over 5 Year |
| 3797 | CURRENCY_SmoothDer | Derivative of Smoothed Currency Component of M1 (Seasonally Adjusted) |
| 3798 | CURRENCY_Log | Log of Currency Component of M1 (Seasonally Adjusted) |
| 3799 | CURRENCY_mva200 | Currency Component of M1 (Seasonally Adjusted) 200 Day MA |
| 3800 | CURRENCY_mva050 | Currency Component of M1 (Seasonally Adjusted) 50 Day MA |
| 3804 | WCURRNS_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Currency Component of M1 |
| 3807 | WCURRNS_Log | Log of Currency Component of M1 |
| 3808 | WCURRNS_mva200 | Currency Component of M1 200 Day MA |
| 3809 | WCURRNS_mva050 | Currency Component of M1 50 Day MA |
| 3822 | PRS88003193_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial Corporations Sector: Unit Profits |
| 3824 | PRS88003193_SmoothDer | Derivative of Smoothed Nonfinancial Corporations Sector: Unit Profits |
| 3825 | PRS88003193_Log | Log of Nonfinancial Corporations Sector: Unit Profits |
| 3826 | PRS88003193_mva200 | Nonfinancial Corporations Sector: Unit Profits 200 Day MA |
| 3827 | PRS88003193_mva050 | Nonfinancial Corporations Sector: Unit Profits 50 Day MA |
| 3831 | PPIACO_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Producer Price Index for All Commodities |
| 3833 | PPIACO_SmoothDer | Derivative of Smoothed Producer Price Index for All Commodities |
| 3834 | PPIACO_Log | Log of Producer Price Index for All Commodities |
| 3835 | PPIACO_mva200 | Producer Price Index for All Commodities 200 Day MA |
| 3836 | PPIACO_mva050 | Producer Price Index for All Commodities 50 Day MA |
| 3840 | PCUOMFGOMFG_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Producer Price Index by Industry: Total Manufacturing Industries |
| 3842 | PCUOMFGOMFG_SmoothDer | Derivative of Smoothed Producer Price Index by Industry: Total Manufacturing Industries |
| 3843 | PCUOMFGOMFG_Log | Log of Producer Price Index by Industry: Total Manufacturing Industries |
| 3844 | PCUOMFGOMFG_mva200 | Producer Price Index by Industry: Total Manufacturing Industries 200 Day MA |
| 3845 | PCUOMFGOMFG_mva050 | Producer Price Index by Industry: Total Manufacturing Industries 50 Day MA |
| 3858 | POPTHM_Log | Log of Population (U.S.) |
| 3859 | POPTHM_Log | Log of Population (U.S.) |
| 3860 | POPTHM_mva200 | Population (U.S.) 200 Day MA |
| 3861 | POPTHM_mva200 | Population (U.S.) 200 Day MA |
| 3862 | POPTHM_mva050 | Population (U.S.) 50 Day MA |
| 3863 | POPTHM_mva050 | Population (U.S.) 50 Day MA |
| 3876 | POPTHM.1_Log | Log of |
| 3877 | POPTHM.1_Log | Log of |
| 3878 | POPTHM.1_mva200 | 200 Day MA |
| 3879 | POPTHM.1_mva200 | 200 Day MA |
| 3880 | POPTHM.1_mva050 | 50 Day MA |
| 3881 | POPTHM.1_mva050 | 50 Day MA |
| 3885 | CLF16OV_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Civilian Labor Force Level, SA |
| 3887 | CLF16OV_SmoothDer | Derivative of Smoothed Civilian Labor Force Level, SA |
| 3888 | CLF16OV_Log | Log of Civilian Labor Force Level, SA |
| 3889 | CLF16OV_mva200 | Civilian Labor Force Level, SA 200 Day MA |
| 3890 | CLF16OV_mva050 | Civilian Labor Force Level, SA 50 Day MA |
| 3894 | LNU01000000_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Civilian Labor Force Level, NSA |
| 3896 | LNU01000000_SmoothDer | Derivative of Smoothed Civilian Labor Force Level, NSA |
| 3897 | LNU01000000_Log | Log of Civilian Labor Force Level, NSA |
| 3898 | LNU01000000_mva200 | Civilian Labor Force Level, NSA 200 Day MA |
| 3899 | LNU01000000_mva050 | Civilian Labor Force Level, NSA 50 Day MA |
| 3900 | LNU03000000_YoY | Unemployment Level (NSA) Year over Year |
| 3901 | LNU03000000_YoY4 | Unemployment Level (NSA) 4 Year over 4 Year |
| 3902 | LNU03000000_YoY5 | Unemployment Level (NSA) 5 Year over 5 Year |
| 3903 | LNU03000000_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Unemployment Level (NSA) |
| 3905 | LNU03000000_SmoothDer | Derivative of Smoothed Unemployment Level (NSA) |
| 3914 | UNEMPLOY_SmoothDer | Derivative of Smoothed Unemployment Level, seasonally adjusted |
| 3921 | RSAFS_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Advance Retail Sales: Retail and Food Services |
| 3923 | RSAFS_SmoothDer | Derivative of Smoothed Advance Retail Sales: Retail and Food Services |
| 3924 | RSAFS_Log | Log of Advance Retail Sales: Retail and Food Services |
| 3925 | RSAFS_mva200 | Advance Retail Sales: Retail and Food Services 200 Day MA |
| 3926 | RSAFS_mva050 | Advance Retail Sales: Retail and Food Services 50 Day MA |
| 3932 | FRGSHPUSM649NCIS_SmoothDer | Derivative of Smoothed Cass Freight Index: Shipments |
| 3937 | BOPGTB_YoY4 | Trade Balance: Goods, Balance of Payments Basis (SA) 4 Year over 4 Year |
| 3942 | BOPGTB_Log | Log of Trade Balance: Goods, Balance of Payments Basis (SA) |
| 3950 | TERMCBPER24NS_SmoothDer | Derivative of Smoothed Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan |
| 3959 | A065RC1A027NBEA_SmoothDer | Derivative of Smoothed Personal income (NSA) |
| 3960 | A065RC1A027NBEA_Log | Log of Personal income (NSA) |
| 3961 | A065RC1A027NBEA_mva200 | Personal income (NSA) 200 Day MA |
| 3962 | A065RC1A027NBEA_mva050 | Personal income (NSA) 50 Day MA |
| 3968 | PI_SmoothDer | Derivative of Smoothed Personal income (SA) |
| 3969 | PI_Log | Log of Personal income (SA) |
| 3970 | PI_mva200 | Personal income (SA) 200 Day MA |
| 3971 | PI_mva050 | Personal income (SA) 50 Day MA |
| 3978 | PCE_Log | Log of Personal Consumption Expenditures (SA) |
| 3979 | PCE_mva200 | Personal Consumption Expenditures (SA) 200 Day MA |
| 3980 | PCE_mva050 | Personal Consumption Expenditures (SA) 50 Day MA |
| 3984 | A053RC1Q027SBEA_Smooth | Savitsky-Golay Smoothed (p=3, n=365) National income: Corporate profits before tax (without IVA and CCAdj) |
| 3986 | A053RC1Q027SBEA_SmoothDer | Derivative of Smoothed National income: Corporate profits before tax (without IVA and CCAdj) |
| 3987 | A053RC1Q027SBEA_Log | Log of National income: Corporate profits before tax (without IVA and CCAdj) |
| 3988 | A053RC1Q027SBEA_mva200 | National income: Corporate profits before tax (without IVA and CCAdj) 200 Day MA |
| 3989 | A053RC1Q027SBEA_mva050 | National income: Corporate profits before tax (without IVA and CCAdj) 50 Day MA |
| 3993 | CPROFIT_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) |
| 3996 | CPROFIT_Log | Log of Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) |
| 3997 | CPROFIT_mva200 | Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 200 Day MA |
| 3998 | CPROFIT_mva050 | Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 50 Day MA |
| 4038 | SPY.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4040 | SPY.Volume_SmoothDer | Derivative of Smoothed |
| 4042 | SPY.Volume_mva200 | 200 Day MA |
| 4092 | MDY.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4094 | MDY.Volume_SmoothDer | Derivative of Smoothed |
| 4146 | EES.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4148 | EES.Volume_SmoothDer | Derivative of Smoothed |
| 4149 | EES.Volume_Log | Log of |
| 4150 | EES.Volume_mva200 | 200 Day MA |
| 4157 | EES.Adjusted_SmoothDer | Derivative of Smoothed |
| 4166 | IJR.Open_SmoothDer | Derivative of Smoothed |
| 4175 | IJR.High_SmoothDer | Derivative of Smoothed |
| 4184 | IJR.Low_SmoothDer | Derivative of Smoothed |
| 4193 | IJR.Close_SmoothDer | Derivative of Smoothed |
| 4200 | IJR.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4202 | IJR.Volume_SmoothDer | Derivative of Smoothed |
| 4204 | IJR.Volume_mva200 | 200 Day MA |
| 4211 | IJR.Adjusted_SmoothDer | Derivative of Smoothed |
| 4251 | VGSTX.Volume_YoY | Year over Year |
| 4252 | VGSTX.Volume_YoY4 | 4 Year over 4 Year |
| 4253 | VGSTX.Volume_YoY5 | 5 Year over 5 Year |
| 4254 | VGSTX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4255 | VGSTX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 4256 | VGSTX.Volume_SmoothDer | Derivative of Smoothed |
| 4257 | VGSTX.Volume_Log | Log of |
| 4258 | VGSTX.Volume_mva200 | 200 Day MA |
| 4259 | VGSTX.Volume_mva050 | 50 Day MA |
| 4305 | VFINX.Volume_YoY | Year over Year |
| 4306 | VFINX.Volume_YoY4 | 4 Year over 4 Year |
| 4307 | VFINX.Volume_YoY5 | 5 Year over 5 Year |
| 4308 | VFINX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4309 | VFINX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 4310 | VFINX.Volume_SmoothDer | Derivative of Smoothed |
| 4311 | VFINX.Volume_Log | Log of |
| 4312 | VFINX.Volume_mva200 | 200 Day MA |
| 4313 | VFINX.Volume_mva050 | 50 Day MA |
| 4330 | VOE.Open_mva200 | 200 Day MA |
| 4339 | VOE.High_mva200 | 200 Day MA |
| 4348 | VOE.Low_mva200 | 200 Day MA |
| 4357 | VOE.Close_mva200 | 200 Day MA |
| 4362 | VOE.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4364 | VOE.Volume_SmoothDer | Derivative of Smoothed |
| 4366 | VOE.Volume_mva200 | 200 Day MA |
| 4375 | VOE.Adjusted_mva200 | 200 Day MA |
| 4416 | VOT.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4418 | VOT.Volume_SmoothDer | Derivative of Smoothed |
| 4420 | VOT.Volume_mva200 | 200 Day MA |
| 4467 | TMFGX.Volume_YoY | Year over Year |
| 4468 | TMFGX.Volume_YoY4 | 4 Year over 4 Year |
| 4469 | TMFGX.Volume_YoY5 | 5 Year over 5 Year |
| 4470 | TMFGX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4471 | TMFGX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 4472 | TMFGX.Volume_SmoothDer | Derivative of Smoothed |
| 4473 | TMFGX.Volume_Log | Log of |
| 4474 | TMFGX.Volume_mva200 | 200 Day MA |
| 4475 | TMFGX.Volume_mva050 | 50 Day MA |
| 4526 | IWM.Volume_SmoothDer | Derivative of Smoothed |
| 4528 | IWM.Volume_mva200 | 200 Day MA |
| 4578 | ONEQ.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4580 | ONEQ.Volume_SmoothDer | Derivative of Smoothed |
| 4582 | ONEQ.Volume_mva200 | 200 Day MA |
| 4629 | HAINX.Volume_YoY | Year over Year |
| 4630 | HAINX.Volume_YoY4 | 4 Year over 4 Year |
| 4631 | HAINX.Volume_YoY5 | 5 Year over 5 Year |
| 4632 | HAINX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4633 | HAINX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 4634 | HAINX.Volume_SmoothDer | Derivative of Smoothed |
| 4635 | HAINX.Volume_Log | Log of |
| 4636 | HAINX.Volume_mva200 | 200 Day MA |
| 4637 | HAINX.Volume_mva050 | 50 Day MA |
| 4686 | VEU.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4688 | VEU.Volume_SmoothDer | Derivative of Smoothed |
| 4690 | VEU.Volume_mva200 | 200 Day MA |
| 4706 | BIL.Open_SmoothDer | Derivative of Smoothed |
| 4715 | BIL.High_SmoothDer | Derivative of Smoothed |
| 4724 | BIL.Low_SmoothDer | Derivative of Smoothed |
| 4733 | BIL.Close_SmoothDer | Derivative of Smoothed |
| 4740 | BIL.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4742 | BIL.Volume_SmoothDer | Derivative of Smoothed |
| 4744 | BIL.Volume_mva200 | 200 Day MA |
| 4751 | BIL.Adjusted_SmoothDer | Derivative of Smoothed |
| 4796 | IVOO.Volume_SmoothDer | Derivative of Smoothed |
| 4797 | IVOO.Volume_Log | Log of |
| 4848 | VO.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4850 | VO.Volume_SmoothDer | Derivative of Smoothed |
| 4851 | VO.Volume_Log | Log of |
| 4902 | CZA.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4904 | CZA.Volume_SmoothDer | Derivative of Smoothed |
| 4905 | CZA.Volume_Log | Log of |
| 4906 | CZA.Volume_mva200 | 200 Day MA |
| 4918 | VYM.Open_YoY4 | 4 Year over 4 Year |
| 4920 | VYM.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4922 | VYM.Open_SmoothDer | Derivative of Smoothed |
| 4924 | VYM.Open_mva200 | 200 Day MA |
| 4927 | VYM.High_YoY4 | 4 Year over 4 Year |
| 4929 | VYM.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4931 | VYM.High_SmoothDer | Derivative of Smoothed |
| 4933 | VYM.High_mva200 | 200 Day MA |
| 4938 | VYM.Low_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4940 | VYM.Low_SmoothDer | Derivative of Smoothed |
| 4942 | VYM.Low_mva200 | 200 Day MA |
| 4947 | VYM.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4949 | VYM.Close_SmoothDer | Derivative of Smoothed |
| 4951 | VYM.Close_mva200 | 200 Day MA |
| 4956 | VYM.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4958 | VYM.Volume_SmoothDer | Derivative of Smoothed |
| 4960 | VYM.Volume_mva200 | 200 Day MA |
| 4965 | VYM.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 4967 | VYM.Adjusted_SmoothDer | Derivative of Smoothed |
| 4969 | VYM.Adjusted_mva200 | 200 Day MA |
| 5012 | ACWI.Volume_SmoothDer | Derivative of Smoothed |
| 5014 | ACWI.Volume_mva200 | 200 Day MA |
| 5030 | SLY.Open_SmoothDer | Derivative of Smoothed |
| 5039 | SLY.High_SmoothDer | Derivative of Smoothed |
| 5048 | SLY.Low_SmoothDer | Derivative of Smoothed |
| 5057 | SLY.Close_SmoothDer | Derivative of Smoothed |
| 5066 | SLY.Volume_SmoothDer | Derivative of Smoothed |
| 5067 | SLY.Volume_Log | Log of |
| 5068 | SLY.Volume_mva200 | 200 Day MA |
| 5075 | SLY.Adjusted_SmoothDer | Derivative of Smoothed |
| 5118 | QQQ.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5120 | QQQ.Volume_SmoothDer | Derivative of Smoothed |
| 5122 | QQQ.Volume_mva200 | 200 Day MA |
| 5172 | HYMB.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5174 | HYMB.Volume_SmoothDer | Derivative of Smoothed |
| 5175 | HYMB.Volume_Log | Log of |
| 5176 | HYMB.Volume_mva200 | 200 Day MA |
| 5190 | GOLD.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5191 | GOLD.Open_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 5192 | GOLD.Open_SmoothDer | Derivative of Smoothed |
| 5193 | GOLD.Open_Log | Log of |
| 5195 | GOLD.Open_mva050 | 50 Day MA |
| 5199 | GOLD.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5201 | GOLD.High_SmoothDer | Derivative of Smoothed |
| 5204 | GOLD.High_mva050 | 50 Day MA |
| 5208 | GOLD.Low_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5209 | GOLD.Low_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 5210 | GOLD.Low_SmoothDer | Derivative of Smoothed |
| 5213 | GOLD.Low_mva050 | 50 Day MA |
| 5217 | GOLD.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5219 | GOLD.Close_SmoothDer | Derivative of Smoothed |
| 5222 | GOLD.Close_mva050 | 50 Day MA |
| 5226 | GOLD.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5228 | GOLD.Volume_SmoothDer | Derivative of Smoothed |
| 5229 | GOLD.Volume_Log | Log of |
| 5231 | GOLD.Volume_mva050 | 50 Day MA |
| 5235 | GOLD.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5237 | GOLD.Adjusted_SmoothDer | Derivative of Smoothed |
| 5240 | GOLD.Adjusted_mva050 | 50 Day MA |
| 5242 | BKR.Open_YoY4 | 4 Year over 4 Year |
| 5244 | BKR.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5245 | BKR.Open_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 5246 | BKR.Open_SmoothDer | Derivative of Smoothed |
| 5247 | BKR.Open_Log | Log of |
| 5248 | BKR.Open_mva200 | 200 Day MA |
| 5249 | BKR.Open_mva050 | 50 Day MA |
| 5251 | BKR.High_YoY4 | 4 Year over 4 Year |
| 5252 | BKR.High_YoY5 | 5 Year over 5 Year |
| 5253 | BKR.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5254 | BKR.High_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 5255 | BKR.High_SmoothDer | Derivative of Smoothed |
| 5256 | BKR.High_Log | Log of |
| 5257 | BKR.High_mva200 | 200 Day MA |
| 5258 | BKR.High_mva050 | 50 Day MA |
| 5260 | BKR.Low_YoY4 | 4 Year over 4 Year |
| 5262 | BKR.Low_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5263 | BKR.Low_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 5264 | BKR.Low_SmoothDer | Derivative of Smoothed |
| 5265 | BKR.Low_Log | Log of |
| 5266 | BKR.Low_mva200 | 200 Day MA |
| 5267 | BKR.Low_mva050 | 50 Day MA |
| 5271 | BKR.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5272 | BKR.Close_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 5273 | BKR.Close_SmoothDer | Derivative of Smoothed |
| 5274 | BKR.Close_Log | Log of |
| 5275 | BKR.Close_mva200 | 200 Day MA |
| 5276 | BKR.Close_mva050 | 50 Day MA |
| 5280 | BKR.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5282 | BKR.Volume_SmoothDer | Derivative of Smoothed |
| 5283 | BKR.Volume_Log | Log of |
| 5284 | BKR.Volume_mva200 | 200 Day MA |
| 5285 | BKR.Volume_mva050 | 50 Day MA |
| 5289 | BKR.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5290 | BKR.Adjusted_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 5291 | BKR.Adjusted_SmoothDer | Derivative of Smoothed |
| 5292 | BKR.Adjusted_Log | Log of |
| 5293 | BKR.Adjusted_mva200 | 200 Day MA |
| 5294 | BKR.Adjusted_mva050 | 50 Day MA |
| 5296 | SLB.Open_YoY4 | 4 Year over 4 Year |
| 5298 | SLB.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5299 | SLB.Open_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 5300 | SLB.Open_SmoothDer | Derivative of Smoothed |
| 5302 | SLB.Open_mva200 | 200 Day MA |
| 5303 | SLB.Open_mva050 | 50 Day MA |
| 5305 | SLB.High_YoY4 | 4 Year over 4 Year |
| 5307 | SLB.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5308 | SLB.High_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 5309 | SLB.High_SmoothDer | Derivative of Smoothed |
| 5311 | SLB.High_mva200 | 200 Day MA |
| 5312 | SLB.High_mva050 | 50 Day MA |
| 5314 | SLB.Low_YoY4 | 4 Year over 4 Year |
| 5316 | SLB.Low_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5317 | SLB.Low_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 5318 | SLB.Low_SmoothDer | Derivative of Smoothed |
| 5320 | SLB.Low_mva200 | 200 Day MA |
| 5321 | SLB.Low_mva050 | 50 Day MA |
| 5325 | SLB.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5327 | SLB.Close_SmoothDer | Derivative of Smoothed |
| 5329 | SLB.Close_mva200 | 200 Day MA |
| 5330 | SLB.Close_mva050 | 50 Day MA |
| 5334 | SLB.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5336 | SLB.Volume_SmoothDer | Derivative of Smoothed |
| 5338 | SLB.Volume_mva200 | 200 Day MA |
| 5339 | SLB.Volume_mva050 | 50 Day MA |
| 5343 | SLB.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5345 | SLB.Adjusted_SmoothDer | Derivative of Smoothed |
| 5347 | SLB.Adjusted_mva200 | 200 Day MA |
| 5348 | SLB.Adjusted_mva050 | 50 Day MA |
| 5351 | HAL.Open_YoY5 | 5 Year over 5 Year |
| 5352 | HAL.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5353 | HAL.Open_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 5354 | HAL.Open_SmoothDer | Derivative of Smoothed |
| 5355 | HAL.Open_Log | Log of |
| 5356 | HAL.Open_mva200 | 200 Day MA |
| 5357 | HAL.Open_mva050 | 50 Day MA |
| 5360 | HAL.High_YoY5 | 5 Year over 5 Year |
| 5361 | HAL.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5362 | HAL.High_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 5363 | HAL.High_SmoothDer | Derivative of Smoothed |
| 5365 | HAL.High_mva200 | 200 Day MA |
| 5366 | HAL.High_mva050 | 50 Day MA |
| 5369 | HAL.Low_YoY5 | 5 Year over 5 Year |
| 5370 | HAL.Low_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5372 | HAL.Low_SmoothDer | Derivative of Smoothed |
| 5374 | HAL.Low_mva200 | 200 Day MA |
| 5375 | HAL.Low_mva050 | 50 Day MA |
| 5378 | HAL.Close_YoY5 | 5 Year over 5 Year |
| 5379 | HAL.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5381 | HAL.Close_SmoothDer | Derivative of Smoothed |
| 5383 | HAL.Close_mva200 | 200 Day MA |
| 5384 | HAL.Close_mva050 | 50 Day MA |
| 5388 | HAL.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5390 | HAL.Volume_SmoothDer | Derivative of Smoothed |
| 5391 | HAL.Volume_Log | Log of |
| 5392 | HAL.Volume_mva200 | 200 Day MA |
| 5396 | HAL.Adjusted_YoY5 | 5 Year over 5 Year |
| 5397 | HAL.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5399 | HAL.Adjusted_SmoothDer | Derivative of Smoothed |
| 5401 | HAL.Adjusted_mva200 | 200 Day MA |
| 5402 | HAL.Adjusted_mva050 | 50 Day MA |
| 5409 | IP.Open_Log | Log of |
| 5442 | IP.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5444 | IP.Volume_SmoothDer | Derivative of Smoothed |
| 5458 | PKG.Open_YoY4 | 4 Year over 4 Year |
| 5460 | PKG.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5462 | PKG.Open_SmoothDer | Derivative of Smoothed |
| 5465 | PKG.Open_mva050 | 50 Day MA |
| 5469 | PKG.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5471 | PKG.High_SmoothDer | Derivative of Smoothed |
| 5474 | PKG.High_mva050 | 50 Day MA |
| 5478 | PKG.Low_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5480 | PKG.Low_SmoothDer | Derivative of Smoothed |
| 5483 | PKG.Low_mva050 | 50 Day MA |
| 5487 | PKG.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5489 | PKG.Close_SmoothDer | Derivative of Smoothed |
| 5492 | PKG.Close_mva050 | 50 Day MA |
| 5498 | PKG.Volume_SmoothDer | Derivative of Smoothed |
| 5505 | PKG.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5507 | PKG.Adjusted_SmoothDer | Derivative of Smoothed |
| 5510 | PKG.Adjusted_mva050 | 50 Day MA |
| 5514 | UPS.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5518 | UPS.Open_mva200 | 200 Day MA |
| 5523 | UPS.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5527 | UPS.High_mva200 | 200 Day MA |
| 5532 | UPS.Low_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5536 | UPS.Low_mva200 | 200 Day MA |
| 5541 | UPS.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5545 | UPS.Close_mva200 | 200 Day MA |
| 5550 | UPS.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5552 | UPS.Volume_SmoothDer | Derivative of Smoothed |
| 5559 | UPS.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5563 | UPS.Adjusted_mva200 | 200 Day MA |
| 5604 | FDX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5608 | FDX.Volume_mva200 | 200 Day MA |
| 5624 | T.Open_SmoothDer | Derivative of Smoothed |
| 5625 | T.Open_Log | Log of |
| 5633 | T.High_SmoothDer | Derivative of Smoothed |
| 5642 | T.Low_SmoothDer | Derivative of Smoothed |
| 5651 | T.Close_SmoothDer | Derivative of Smoothed |
| 5660 | T.Volume_SmoothDer | Derivative of Smoothed |
| 5669 | T.Adjusted_SmoothDer | Derivative of Smoothed |
| 5676 | VZ.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5678 | VZ.Open_SmoothDer | Derivative of Smoothed |
| 5685 | VZ.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5687 | VZ.High_SmoothDer | Derivative of Smoothed |
| 5696 | VZ.Low_SmoothDer | Derivative of Smoothed |
| 5705 | VZ.Close_SmoothDer | Derivative of Smoothed |
| 5712 | VZ.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5714 | VZ.Volume_SmoothDer | Derivative of Smoothed |
| 5716 | VZ.Volume_mva200 | 200 Day MA |
| 5721 | VZ.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5723 | VZ.Adjusted_SmoothDer | Derivative of Smoothed |
| 5732 | ISMMANPMI_SmoothDer | Derivative of Smoothed Institute of Supply Managment PMI Composite Index |
| 5751 | MULTPLSP500SALESQUARTER_Log | Log of S&P 500 TTM Sales (Not Inflation Adjusted) |
| 5752 | MULTPLSP500SALESQUARTER_mva200 | S&P 500 TTM Sales (Not Inflation Adjusted) 200 Day MA |
| 5753 | MULTPLSP500SALESQUARTER_mva050 | S&P 500 TTM Sales (Not Inflation Adjusted) 50 Day MA |
| 5754 | MULTPLSP500DIVYIELDMONTH_YoY | S&P 500 Dividend Yield by Month Year over Year |
| 5756 | MULTPLSP500DIVYIELDMONTH_YoY5 | S&P 500 Dividend Yield by Month 5 Year over 5 Year |
| 5757 | MULTPLSP500DIVYIELDMONTH_Smooth | Savitsky-Golay Smoothed (p=3, n=365) S&P 500 Dividend Yield by Month |
| 5759 | MULTPLSP500DIVYIELDMONTH_SmoothDer | Derivative of Smoothed S&P 500 Dividend Yield by Month |
| 5760 | MULTPLSP500DIVYIELDMONTH_Log | Log of S&P 500 Dividend Yield by Month |
| 5762 | MULTPLSP500DIVYIELDMONTH_mva050 | S&P 500 Dividend Yield by Month 50 Day MA |
| 5763 | MULTPLSP500DIVMONTH_YoY | S&P 500 Dividend by Month (Inflation Adjusted) Year over Year |
| 5769 | MULTPLSP500DIVMONTH_Log | Log of S&P 500 Dividend by Month (Inflation Adjusted) |
| 5770 | MULTPLSP500DIVMONTH_mva200 | S&P 500 Dividend by Month (Inflation Adjusted) 200 Day MA |
| 5771 | MULTPLSP500DIVMONTH_mva050 | S&P 500 Dividend by Month (Inflation Adjusted) 50 Day MA |
| 5775 | CHRISCMEHG1_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Copper Futures, Continuous Contract #1 (HG1) (Front Month) |
| 5777 | CHRISCMEHG1_SmoothDer | Derivative of Smoothed Copper Futures, Continuous Contract #1 (HG1) (Front Month) |
| 5778 | CHRISCMEHG1_Log | Log of Copper Futures, Continuous Contract #1 (HG1) (Front Month) |
| 5780 | CHRISCMEHG1_mva050 | Copper Futures, Continuous Contract #1 (HG1) (Front Month) 50 Day MA |
| 5781 | WWDIWLDISAIRGOODMTK1_YoY | Air transport, freight Year over Year |
| 5787 | WWDIWLDISAIRGOODMTK1_Log | Log of Air transport, freight |
| 5788 | WWDIWLDISAIRGOODMTK1_mva200 | Air transport, freight 200 Day MA |
| 5789 | WWDIWLDISAIRGOODMTK1_mva050 | Air transport, freight 50 Day MA |
| 5793 | LBMAGOLD.USD_AM_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5795 | LBMAGOLD.USD_AM_SmoothDer | Derivative of Smoothed |
| 5797 | LBMAGOLD.USD_AM_mva200 | 200 Day MA |
| 5798 | LBMAGOLD.USD_AM_mva050 | 50 Day MA |
| 5802 | LBMAGOLD.USD_PM_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5804 | LBMAGOLD.USD_PM_SmoothDer | Derivative of Smoothed |
| 5806 | LBMAGOLD.USD_PM_mva200 | 200 Day MA |
| 5807 | LBMAGOLD.USD_PM_mva050 | 50 Day MA |
| 5811 | LBMAGOLD.GBP_AM_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5813 | LBMAGOLD.GBP_AM_SmoothDer | Derivative of Smoothed |
| 5815 | LBMAGOLD.GBP_AM_mva200 | 200 Day MA |
| 5816 | LBMAGOLD.GBP_AM_mva050 | 50 Day MA |
| 5820 | LBMAGOLD.GBP_PM_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5822 | LBMAGOLD.GBP_PM_SmoothDer | Derivative of Smoothed |
| 5824 | LBMAGOLD.GBP_PM_mva200 | 200 Day MA |
| 5825 | LBMAGOLD.GBP_PM_mva050 | 50 Day MA |
| 5829 | LBMAGOLD.EURO_AM_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5831 | LBMAGOLD.EURO_AM_SmoothDer | Derivative of Smoothed |
| 5833 | LBMAGOLD.EURO_AM_mva200 | 200 Day MA |
| 5834 | LBMAGOLD.EURO_AM_mva050 | 50 Day MA |
| 5838 | LBMAGOLD.EURO_PM_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 5840 | LBMAGOLD.EURO_PM_SmoothDer | Derivative of Smoothed |
| 5842 | LBMAGOLD.EURO_PM_mva200 | 200 Day MA |
| 5843 | LBMAGOLD.EURO_PM_mva050 | 50 Day MA |
| 5844 | BKRTotal_YoY | Total Rig Count Year over Year |
| 5850 | BKRTotal_Log | Log of Total Rig Count |
| 5851 | BKRTotal_mva200 | Total Rig Count 200 Day MA |
| 5852 | BKRTotal_mva050 | Total Rig Count 50 Day MA |
| 5853 | BKRGas_YoY | Gas Rig Count Year over Year |
| 5859 | BKRGas_Log | Log of Gas Rig Count |
| 5860 | BKRGas_mva200 | Gas Rig Count 200 Day MA |
| 5861 | BKRGas_mva050 | Gas Rig Count 50 Day MA |
| 5862 | BKROil_YoY | Oil Rig Count Year over Year |
| 5868 | BKROil_Log | Log of Oil Rig Count |
| 5869 | BKROil_mva200 | Oil Rig Count 200 Day MA |
| 5870 | BKROil_mva050 | Oil Rig Count 50 Day MA |
| 5871 | FARMINCOME_YoY | Net Farm Income Year over Year |
| 5877 | FARMINCOME_Log | Log of Net Farm Income |
| 5878 | FARMINCOME_mva200 | Net Farm Income 200 Day MA |
| 5879 | FARMINCOME_mva050 | Net Farm Income 50 Day MA |
| 5883 | OPEARNINGSPERSHARE_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Operating Earnings per Share |
| 5885 | OPEARNINGSPERSHARE_SmoothDer | Derivative of Smoothed Operating Earnings per Share |
| 5886 | OPEARNINGSPERSHARE_Log | Log of Operating Earnings per Share |
| 5887 | OPEARNINGSPERSHARE_mva200 | Operating Earnings per Share 200 Day MA |
| 5888 | OPEARNINGSPERSHARE_mva050 | Operating Earnings per Share 50 Day MA |
| 5892 | AREARNINGSPERSHARE_Smooth | Savitsky-Golay Smoothed (p=3, n=365) As-Reported Earnings per Share |
| 5894 | AREARNINGSPERSHARE_SmoothDer | Derivative of Smoothed As-Reported Earnings per Share |
| 5895 | AREARNINGSPERSHARE_Log | Log of As-Reported Earnings per Share |
| 5896 | AREARNINGSPERSHARE_mva200 | As-Reported Earnings per Share 200 Day MA |
| 5897 | AREARNINGSPERSHARE_mva050 | As-Reported Earnings per Share 50 Day MA |
| 5901 | CASHDIVIDENDSPERSHR_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Cash Dividends per Share |
| 5903 | CASHDIVIDENDSPERSHR_SmoothDer | Derivative of Smoothed Cash Dividends per Share |
| 5904 | CASHDIVIDENDSPERSHR_Log | Log of Cash Dividends per Share |
| 5905 | CASHDIVIDENDSPERSHR_mva200 | Cash Dividends per Share 200 Day MA |
| 5906 | CASHDIVIDENDSPERSHR_mva050 | Cash Dividends per Share 50 Day MA |
| 5912 | SALESPERSHR_SmoothDer | Derivative of Smoothed Sales per Share |
| 5913 | SALESPERSHR_Log | Log of Sales per Share |
| 5915 | SALESPERSHR_mva050 | Sales per Share 50 Day MA |
| 5919 | BOOKVALPERSHR_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Book value per Share |
| 5921 | BOOKVALPERSHR_SmoothDer | Derivative of Smoothed Book value per Share |
| 5922 | BOOKVALPERSHR_Log | Log of Book value per Share |
| 5923 | BOOKVALPERSHR_mva200 | Book value per Share 200 Day MA |
| 5924 | BOOKVALPERSHR_mva050 | Book value per Share 50 Day MA |
| 5927 | CAPEXPERSHR_YoY5 | Cap ex per Share 5 Year over 5 Year |
| 5931 | CAPEXPERSHR_Log | Log of Cap ex per Share |
| 5933 | CAPEXPERSHR_mva050 | Cap ex per Share 50 Day MA |
| 5937 | PRICE_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Price |
| 5939 | PRICE_SmoothDer | Derivative of Smoothed Price |
| 5940 | PRICE_Log | Log of Price |
| 5941 | PRICE_mva200 | Price 200 Day MA |
| 5942 | PRICE_mva050 | Price 50 Day MA |
| 5946 | OPEARNINGSTTM_Smooth | Savitsky-Golay Smoothed (p=3, n=365) TTM Operating Earnings |
| 5948 | OPEARNINGSTTM_SmoothDer | Derivative of Smoothed TTM Operating Earnings |
| 5949 | OPEARNINGSTTM_Log | Log of TTM Operating Earnings |
| 5950 | OPEARNINGSTTM_mva200 | TTM Operating Earnings 200 Day MA |
| 5951 | OPEARNINGSTTM_mva050 | TTM Operating Earnings 50 Day MA |
| 5955 | AREARNINGSTTM_Smooth | Savitsky-Golay Smoothed (p=3, n=365) TTM Reported Earnings |
| 5957 | AREARNINGSTTM_SmoothDer | Derivative of Smoothed TTM Reported Earnings |
| 5958 | AREARNINGSTTM_Log | Log of TTM Reported Earnings |
| 5959 | AREARNINGSTTM_mva200 | TTM Reported Earnings 200 Day MA |
| 5960 | AREARNINGSTTM_mva050 | TTM Reported Earnings 50 Day MA |
| 5971 | FINRAFreeCreditMargin_YoY4 | Free Credit Balances in Customers’ Securities Margin Accounts 4 Year over 4 Year |
| 5973 | FINRAFreeCreditMargin_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Free Credit Balances in Customers’ Securities Margin Accounts |
| 5975 | FINRAFreeCreditMargin_SmoothDer | Derivative of Smoothed Free Credit Balances in Customers’ Securities Margin Accounts |
| 5976 | FINRAFreeCreditMargin_Log | Log of Free Credit Balances in Customers’ Securities Margin Accounts |
| 5978 | FINRAFreeCreditMargin_mva050 | Free Credit Balances in Customers’ Securities Margin Accounts 50 Day MA |
| 5979 | OCCEquityVolume_YoY | Equity Options Volume Year over Year |
| 5985 | OCCEquityVolume_Log | Log of Equity Options Volume |
| 5986 | OCCEquityVolume_mva200 | Equity Options Volume 200 Day MA |
| 5987 | OCCEquityVolume_mva050 | Equity Options Volume 50 Day MA |
| 5988 | OCCNonEquityVolume_YoY | Non-Equity Options Volume Year over Year |
| 5994 | OCCNonEquityVolume_Log | Log of Non-Equity Options Volume |
| 5995 | OCCNonEquityVolume_mva200 | Non-Equity Options Volume 200 Day MA |
| 5996 | OCCNonEquityVolume_mva050 | Non-Equity Options Volume 50 Day MA |
| 6000 | RSALESAGG_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Real Retail and Food Services Sales (RRSFS and RSALES) |
| 6002 | RSALESAGG_SmoothDer | Derivative of Smoothed Real Retail and Food Services Sales (RRSFS and RSALES) |
| 6012 | BUSLOANS.minus.BUSLOANSNSA_Log | Log of Business Loans (Montlhy) SA - NSA |
| 6021 | BUSLOANS.minus.BUSLOANSNSA.by.GDP_Log | Log of Business Loans (Montlhy) SA - NSA divided by GDP |
| 6024 | BUSLOANS.by.GDP_YoY | Business Loans Normalized by GDP Year over Year |
| 6026 | BUSLOANS.by.GDP_YoY5 | Business Loans Normalized by GDP 5 Year over 5 Year |
| 6027 | BUSLOANS.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Business Loans Normalized by GDP |
| 6029 | BUSLOANS.by.GDP_SmoothDer | Derivative of Smoothed Business Loans Normalized by GDP |
| 6030 | BUSLOANS.by.GDP_Log | Log of Business Loans Normalized by GDP |
| 6032 | BUSLOANS.by.GDP_mva050 | Business Loans Normalized by GDP 50 Day MA |
| 6036 | BUSLOANS.INTEREST_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Monthly, SA) Adjusted Interest Burdens |
| 6037 | BUSLOANS.INTEREST_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Monthly, SA) Adjusted Interest Burdens |
| 6038 | BUSLOANS.INTEREST_SmoothDer | Derivative of Smoothed Business Loans (Monthly, SA) Adjusted Interest Burdens |
| 6040 | BUSLOANS.INTEREST_mva200 | Business Loans (Monthly, SA) Adjusted Interest Burdens 200 Day MA |
| 6041 | BUSLOANS.INTEREST_mva050 | Business Loans (Monthly, SA) Adjusted Interest Burdens 50 Day MA |
| 6045 | BUSLOANS.INTEREST.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP |
| 6046 | BUSLOANS.INTEREST.by.GDP_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP |
| 6047 | BUSLOANS.INTEREST.by.GDP_SmoothDer | Derivative of Smoothed Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP |
| 6049 | BUSLOANS.INTEREST.by.GDP_mva200 | Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 200 Day MA |
| 6050 | BUSLOANS.INTEREST.by.GDP_mva050 | Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 50 Day MA |
| 6051 | BUSLOANSNSA.by.GDP_YoY | Business Loans Normalized by GDP Year over Year |
| 6054 | BUSLOANSNSA.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Business Loans Normalized by GDP |
| 6056 | BUSLOANSNSA.by.GDP_SmoothDer | Derivative of Smoothed Business Loans Normalized by GDP |
| 6057 | BUSLOANSNSA.by.GDP_Log | Log of Business Loans Normalized by GDP |
| 6059 | BUSLOANSNSA.by.GDP_mva050 | Business Loans Normalized by GDP 50 Day MA |
| 6060 | TOTCI.by.GDP_YoY | Business Loans (Weekly, SA) Normalized by GDP Year over Year |
| 6062 | TOTCI.by.GDP_YoY5 | Business Loans (Weekly, SA) Normalized by GDP 5 Year over 5 Year |
| 6063 | TOTCI.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, SA) Normalized by GDP |
| 6065 | TOTCI.by.GDP_SmoothDer | Derivative of Smoothed Business Loans (Weekly, SA) Normalized by GDP |
| 6068 | TOTCI.by.GDP_mva050 | Business Loans (Weekly, SA) Normalized by GDP 50 Day MA |
| 6071 | TOTCINSA.by.GDP_YoY5 | Business Loans (Weekly, NSA) Normalized by GDP 5 Year over 5 Year |
| 6072 | TOTCINSA.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Normalized by GDP |
| 6074 | TOTCINSA.by.GDP_SmoothDer | Derivative of Smoothed Business Loans (Weekly, NSA) Normalized by GDP |
| 6075 | TOTCINSA.by.GDP_Log | Log of Business Loans (Weekly, NSA) Normalized by GDP |
| 6077 | TOTCINSA.by.GDP_mva050 | Business Loans (Weekly, NSA) Normalized by GDP 50 Day MA |
| 6081 | TOTCINSA.INTEREST_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Adjusted Interest Burdens |
| 6082 | TOTCINSA.INTEREST_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Weekly, NSA) Adjusted Interest Burdens |
| 6083 | TOTCINSA.INTEREST_SmoothDer | Derivative of Smoothed Business Loans (Weekly, NSA) Adjusted Interest Burdens |
| 6085 | TOTCINSA.INTEREST_mva200 | Business Loans (Weekly, NSA) Adjusted Interest Burdens 200 Day MA |
| 6086 | TOTCINSA.INTEREST_mva050 | Business Loans (Weekly, NSA) Adjusted Interest Burdens 50 Day MA |
| 6090 | TOTCINSA.INTEREST.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP |
| 6091 | TOTCINSA.INTEREST.by.GDP_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP |
| 6092 | TOTCINSA.INTEREST.by.GDP_SmoothDer | Derivative of Smoothed Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP |
| 6094 | TOTCINSA.INTEREST.by.GDP_mva200 | Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 200 Day MA |
| 6095 | TOTCINSA.INTEREST.by.GDP_mva050 | Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 50 Day MA |
| 6096 | W875RX1.by.GDP_YoY | Real Personal Income Normalized by GDP Year over Year |
| 6097 | W875RX1.by.GDP_YoY4 | Real Personal Income Normalized by GDP 4 Year over 4 Year |
| 6101 | W875RX1.by.GDP_SmoothDer | Derivative of Smoothed Real Personal Income Normalized by GDP |
| 6105 | A065RC1A027NBEA.by.GDP_YoY | Personal Income (NSA) Normalized by GDP Year over Year |
| 6106 | A065RC1A027NBEA.by.GDP_YoY4 | Personal Income (NSA) Normalized by GDP 4 Year over 4 Year |
| 6110 | A065RC1A027NBEA.by.GDP_SmoothDer | Derivative of Smoothed Personal Income (NSA) Normalized by GDP |
| 6115 | PI.by.GDP_YoY4 | Personal Income (SA) Normalized by GDP 4 Year over 4 Year |
| 6117 | PI.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Personal Income (SA) Normalized by GDP |
| 6119 | PI.by.GDP_SmoothDer | Derivative of Smoothed Personal Income (SA) Normalized by GDP |
| 6120 | PI.by.GDP_Log | Log of Personal Income (SA) Normalized by GDP |
| 6122 | PI.by.GDP_mva050 | Personal Income (SA) Normalized by GDP 50 Day MA |
| 6125 | A053RC1Q027SBEA.by.GDP_YoY5 | National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 5 Year over 5 Year |
| 6128 | A053RC1Q027SBEA.by.GDP_SmoothDer | Derivative of Smoothed National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP |
| 6137 | CPROFIT.by.GDP_SmoothDer | Derivative of Smoothed National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP |
| 6141 | CONSUMERNSA.by.GDP_YoY | Consumer Loans Not Seasonally Adjusted divided by GDP Year over Year |
| 6144 | CONSUMERNSA.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans Not Seasonally Adjusted divided by GDP |
| 6148 | CONSUMERNSA.by.GDP_mva200 | Consumer Loans Not Seasonally Adjusted divided by GDP 200 Day MA |
| 6150 | RREACBM027NBOG.by.GDP_YoY | Residental Real Estate Loans (Monthly, NSA) divided by GDP Year over Year |
| 6151 | RREACBM027NBOG.by.GDP_YoY4 | Residental Real Estate Loans (Monthly, NSA) divided by GDP 4 Year over 4 Year |
| 6152 | RREACBM027NBOG.by.GDP_YoY5 | Residental Real Estate Loans (Monthly, NSA) divided by GDP 5 Year over 5 Year |
| 6153 | RREACBM027NBOG.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Monthly, NSA) divided by GDP |
| 6159 | RREACBM027SBOG.by.GDP_YoY | Residental Real Estate Loans (Monthly, SA) divided by GDP Year over Year |
| 6160 | RREACBM027SBOG.by.GDP_YoY4 | Residental Real Estate Loans (Monthly, SA) divided by GDP 4 Year over 4 Year |
| 6161 | RREACBM027SBOG.by.GDP_YoY5 | Residental Real Estate Loans (Monthly, SA) divided by GDP 5 Year over 5 Year |
| 6162 | RREACBM027SBOG.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Monthly, SA) divided by GDP |
| 6164 | RREACBM027SBOG.by.GDP_SmoothDer | Derivative of Smoothed Residental Real Estate Loans (Monthly, SA) divided by GDP |
| 6165 | RREACBM027SBOG.by.GDP_Log | Log of Residental Real Estate Loans (Monthly, SA) divided by GDP |
| 6167 | RREACBM027SBOG.by.GDP_mva050 | Residental Real Estate Loans (Monthly, SA) divided by GDP 50 Day MA |
| 6168 | RREACBW027SBOG.by.GDP_YoY | Residental Real Estate Loans (Weekly, SA) divided by GDP Year over Year |
| 6170 | RREACBW027SBOG.by.GDP_YoY5 | Residental Real Estate Loans (Weekly, SA) divided by GDP 5 Year over 5 Year |
| 6171 | RREACBW027SBOG.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, SA) divided by GDP |
| 6173 | RREACBW027SBOG.by.GDP_SmoothDer | Derivative of Smoothed Residental Real Estate Loans (Weekly, SA) divided by GDP |
| 6174 | RREACBW027SBOG.by.GDP_Log | Log of Residental Real Estate Loans (Weekly, SA) divided by GDP |
| 6176 | RREACBW027SBOG.by.GDP_mva050 | Residental Real Estate Loans (Weekly, SA) divided by GDP 50 Day MA |
| 6177 | RREACBW027NBOG.by.GDP_YoY | Residental Real Estate Loans (Weekly, NSA) divided by GDP Year over Year |
| 6180 | RREACBW027NBOG.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, NSA) divided by GDP |
| 6182 | RREACBW027NBOG.by.GDP_SmoothDer | Derivative of Smoothed Residental Real Estate Loans (Weekly, NSA) divided by GDP |
| 6185 | RREACBW027NBOG.by.GDP_mva050 | Residental Real Estate Loans (Weekly, NSA) divided by GDP 50 Day MA |
| 6191 | UMDMNO.by.GDP_SmoothDer | Derivative of Smoothed Durable Goods (Monthly, NSA) divided by GDP |
| 6200 | DGORDER.by.GDP_SmoothDer | Derivative of Smoothed Durable Goods (Monthly, NSA) divided by GDP |
| 6202 | DGORDER.by.GDP_mva200 | Durable Goods (Monthly, NSA) divided by GDP 200 Day MA |
| 6204 | ASHMA.by.GDP_YoY | Home Mortgages (Quarterly, NSA) divided by GDP Year over Year |
| 6205 | ASHMA.by.GDP_YoY4 | Home Mortgages (Quarterly, NSA) divided by GDP 4 Year over 4 Year |
| 6206 | ASHMA.by.GDP_YoY5 | Home Mortgages (Quarterly, NSA) divided by GDP 5 Year over 5 Year |
| 6209 | ASHMA.by.GDP_SmoothDer | Derivative of Smoothed Home Mortgages (Quarterly, NSA) divided by GDP |
| 6214 | ASHMA.INTEREST_YoY4 | Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 4 Year over 4 Year |
| 6215 | ASHMA.INTEREST_YoY5 | Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 5 Year over 5 Year |
| 6216 | ASHMA.INTEREST_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens |
| 6217 | ASHMA.INTEREST_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens |
| 6218 | ASHMA.INTEREST_SmoothDer | Derivative of Smoothed Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens |
| 6219 | ASHMA.INTEREST_Log | Log of Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens |
| 6220 | ASHMA.INTEREST_mva200 | Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA |
| 6221 | ASHMA.INTEREST_mva050 | Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 50 Day MA |
| 6223 | ASHMA.INTEREST.by.GDP_YoY4 | 4 Year over 4 Year |
| 6224 | ASHMA.INTEREST.by.GDP_YoY5 | 5 Year over 5 Year |
| 6225 | ASHMA.INTEREST.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 6226 | ASHMA.INTEREST.by.GDP_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 6227 | ASHMA.INTEREST.by.GDP_SmoothDer | Derivative of Smoothed |
| 6228 | ASHMA.INTEREST.by.GDP_Log | Log of |
| 6229 | ASHMA.INTEREST.by.GDP_mva200 | 200 Day MA |
| 6230 | ASHMA.INTEREST.by.GDP_mva050 | 50 Day MA |
| 6234 | CONSUMERNSA.INTEREST_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans (Not Seasonally Adjusted) Interest Burdens |
| 6238 | CONSUMERNSA.INTEREST_mva200 | Consumer Loans (Not Seasonally Adjusted) Interest Burdens 200 Day MA |
| 6240 | CONSUMERNSA.INTEREST.by.GDP_YoY | Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP Year over Year |
| 6243 | CONSUMERNSA.INTEREST.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP |
| 6249 | TOTLNNSA_YoY | Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) Year over Year |
| 6255 | TOTLNNSA_Log | Log of Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) |
| 6256 | TOTLNNSA_mva200 | Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 200 Day MA |
| 6257 | TOTLNNSA_mva050 | Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 50 Day MA |
| 6258 | TOTLNNSA.by.GDP_YoY | Total Loans Not Seasonally Adjusted divided by GDP Year over Year |
| 6261 | TOTLNNSA.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted divided by GDP |
| 6263 | TOTLNNSA.by.GDP_SmoothDer | Derivative of Smoothed Total Loans Not Seasonally Adjusted divided by GDP |
| 6264 | TOTLNNSA.by.GDP_Log | Log of Total Loans Not Seasonally Adjusted divided by GDP |
| 6266 | TOTLNNSA.by.GDP_mva050 | Total Loans Not Seasonally Adjusted divided by GDP 50 Day MA |
| 6270 | TOTLNNSA.INTEREST_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted Interest Burdens |
| 6271 | TOTLNNSA.INTEREST_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) Total Loans Not Seasonally Adjusted Interest Burdens |
| 6272 | TOTLNNSA.INTEREST_SmoothDer | Derivative of Smoothed Total Loans Not Seasonally Adjusted Interest Burdens |
| 6274 | TOTLNNSA.INTEREST_mva200 | Total Loans Not Seasonally Adjusted Interest Burdens 200 Day MA |
| 6275 | TOTLNNSA.INTEREST_mva050 | Total Loans Not Seasonally Adjusted Interest Burdens 50 Day MA |
| 6279 | TOTLNNSA.INTEREST.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP |
| 6280 | TOTLNNSA.INTEREST.by.GDP_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP |
| 6281 | TOTLNNSA.INTEREST.by.GDP_SmoothDer | Derivative of Smoothed Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP |
| 6283 | TOTLNNSA.INTEREST.by.GDP_mva200 | Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 200 Day MA |
| 6284 | TOTLNNSA.INTEREST.by.GDP_mva050 | Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 50 Day MA |
| 6294 | EXCSRESNW.by.GDP_YoY | Excess Reserves of Depository Institutions Divided by GDP Year over Year |
| 6295 | EXCSRESNW.by.GDP_YoY4 | Excess Reserves of Depository Institutions Divided by GDP 4 Year over 4 Year |
| 6299 | EXCSRESNW.by.GDP_SmoothDer | Derivative of Smoothed Excess Reserves of Depository Institutions Divided by GDP |
| 6307 | WLRRAL.by.GDP_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP |
| 6309 | WLRRAL.by.GDP_Log | Log of Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP |
| 6310 | WLRRAL.by.GDP_mva200 | Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP 200 Day MA |
| 6315 | SOFR99.minus.SOFR1_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 99th Percentile - 1st Percentile |
| 6317 | SOFR99.minus.SOFR1_SmoothDer | Derivative of Smoothed Secured Overnight Financing Rate: 99th Percentile - 1st Percentile |
| 6320 | SOFR99.minus.SOFR1_mva050 | Secured Overnight Financing Rate: 99th Percentile - 1st Percentile 50 Day MA |
| 6326 | EXPCH.minus.IMPCH_SmoothDer | Derivative of Smoothed U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) |
| 6327 | EXPCH.minus.IMPCH_Log | Log of U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) |
| 6333 | EXPMX.minus.IMPMX_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 6335 | EXPMX.minus.IMPMX_SmoothDer | Derivative of Smoothed |
| 6336 | EXPMX.minus.IMPMX_Log | Log of |
| 6340 | SRPSABSNNCB.by.GDP_YoY4 | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 4 Year over 4 Year |
| 6341 | SRPSABSNNCB.by.GDP_YoY5 | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 5 Year over 5 Year |
| 6344 | SRPSABSNNCB.by.GDP_SmoothDer | Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP |
| 6345 | SRPSABSNNCB.by.GDP_Log | Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP |
| 6346 | SRPSABSNNCB.by.GDP_mva200 | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 200 Day MA |
| 6347 | SRPSABSNNCB.by.GDP_mva050 | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 50 Day MA |
| 6348 | ASTLL.by.GDP_YoY | All sectors; total loans; liability, Level (NSA) Divided by GDP Year over Year |
| 6353 | ASTLL.by.GDP_SmoothDer | Derivative of Smoothed All sectors; total loans; liability, Level (NSA) Divided by GDP |
| 6357 | ASFMA.by.GDP_YoY | All sectors; farm mortgages; asset, Level (NSA) Divided by GDP Year over Year |
| 6358 | ASFMA.by.GDP_YoY4 | All sectors; farm mortgages; asset, Level (NSA) Divided by GDP 4 Year over 4 Year |
| 6362 | ASFMA.by.GDP_SmoothDer | Derivative of Smoothed All sectors; farm mortgages; asset, Level (NSA) Divided by GDP |
| 6366 | ASFMA.by.ASTLL_YoY | All sectors; total loans Divided by farm mortgages Year over Year |
| 6368 | ASFMA.by.ASTLL_YoY5 | All sectors; total loans Divided by farm mortgages 5 Year over 5 Year |
| 6371 | ASFMA.by.ASTLL_SmoothDer | Derivative of Smoothed All sectors; total loans Divided by farm mortgages |
| 6376 | ASFMA.INTEREST_YoY4 | Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 4 Year over 4 Year |
| 6377 | ASFMA.INTEREST_YoY5 | Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 5 Year over 5 Year |
| 6378 | ASFMA.INTEREST_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens |
| 6379 | ASFMA.INTEREST_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens |
| 6380 | ASFMA.INTEREST_SmoothDer | Derivative of Smoothed Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens |
| 6381 | ASFMA.INTEREST_Log | Log of Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens |
| 6382 | ASFMA.INTEREST_mva200 | Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA |
| 6383 | ASFMA.INTEREST_mva050 | Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 50 Day MA |
| 6385 | ASFMA.INTEREST.by.GDP_YoY4 | Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 4 Year over 4 Year |
| 6386 | ASFMA.INTEREST.by.GDP_YoY5 | Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 5 Year over 5 Year |
| 6387 | ASFMA.INTEREST.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP |
| 6388 | ASFMA.INTEREST.by.GDP_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP |
| 6389 | ASFMA.INTEREST.by.GDP_SmoothDer | Derivative of Smoothed Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP |
| 6390 | ASFMA.INTEREST.by.GDP_Log | Log of Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP |
| 6391 | ASFMA.INTEREST.by.GDP_mva200 | Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 200 Day MA |
| 6392 | ASFMA.INTEREST.by.GDP_mva050 | Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 50 Day MA |
| 6393 | FARMINCOME.by.GDP_YoY | Farm Income (Annual, NSA) Divided by GDP Year over Year |
| 6398 | FARMINCOME.by.GDP_SmoothDer | Derivative of Smoothed Farm Income (Annual, NSA) Divided by GDP |
| 6412 | WALCL.by.GDP_YoY4 | All Federal Reserve Banks: Total Assets Divided by GDP 4 Year over 4 Year |
| 6413 | WALCL.by.GDP_YoY5 | All Federal Reserve Banks: Total Assets Divided by GDP 5 Year over 5 Year |
| 6414 | WALCL.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) All Federal Reserve Banks: Total Assets Divided by GDP |
| 6415 | WALCL.by.GDP_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) All Federal Reserve Banks: Total Assets Divided by GDP |
| 6416 | WALCL.by.GDP_SmoothDer | Derivative of Smoothed All Federal Reserve Banks: Total Assets Divided by GDP |
| 6417 | WALCL.by.GDP_Log | Log of All Federal Reserve Banks: Total Assets Divided by GDP |
| 6418 | WALCL.by.GDP_mva200 | All Federal Reserve Banks: Total Assets Divided by GDP 200 Day MA |
| 6419 | WALCL.by.GDP_mva050 | All Federal Reserve Banks: Total Assets Divided by GDP 50 Day MA |
| 6420 | ECBASSETS.by.EUNNGDP_YoY | Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP Year over Year |
| 6425 | ECBASSETS.by.EUNNGDP_SmoothDer | Derivative of Smoothed Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP |
| 6434 | DGS30TO10_SmoothDer | Derivative of Smoothed Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) |
| 6435 | DGS30TO10_Log | Log of Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) |
| 6444 | DGS10TO1_Log | Log of Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) |
| 6453 | DGS10TO2_Log | Log of Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) |
| 6459 | DGS10TOTB3MS_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) |
| 6460 | DGS10TOTB3MS_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) |
| 6461 | DGS10TOTB3MS_SmoothDer | Derivative of Smoothed Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) |
| 6462 | DGS10TOTB3MS_Log | Log of Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) |
| 6463 | DGS10TOTB3MS_mva200 | Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 200 Day MA |
| 6464 | DGS10TOTB3MS_mva050 | Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 50 Day MA |
| 6466 | DGS10TODTB3_YoY4 | Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 4 Year over 4 Year |
| 6468 | DGS10TODTB3_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) |
| 6469 | DGS10TODTB3_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) |
| 6470 | DGS10TODTB3_SmoothDer | Derivative of Smoothed Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) |
| 6471 | DGS10TODTB3_Log | Log of Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) |
| 6472 | DGS10TODTB3_mva200 | Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 200 Day MA |
| 6473 | DGS10TODTB3_mva050 | Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 50 Day MA |
| 6483 | LNU03000000BYPOPTHM_YoY | Unemployment level (NSA) / Population Year over Year |
| 6484 | LNU03000000BYPOPTHM_YoY4 | Unemployment level (NSA) / Population 4 Year over 4 Year |
| 6485 | LNU03000000BYPOPTHM_YoY5 | Unemployment level (NSA) / Population 5 Year over 5 Year |
| 6486 | LNU03000000BYPOPTHM_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Unemployment level (NSA) / Population |
| 6488 | LNU03000000BYPOPTHM_SmoothDer | Derivative of Smoothed Unemployment level (NSA) / Population |
| 6497 | UNEMPLOYBYPOPTHM_SmoothDer | Derivative of Smoothed Unemployment level, seasonally adjusted / Population |
| 6504 | NPPTTLBYPOPTHM_Smooth | Savitsky-Golay Smoothed (p=3, n=365) ADP Private Employment / Population |
| 6507 | NPPTTLBYPOPTHM_Log | Log of ADP Private Employment / Population |
| 6508 | NPPTTLBYPOPTHM_mva200 | ADP Private Employment / Population 200 Day MA |
| 6509 | NPPTTLBYPOPTHM_mva050 | ADP Private Employment / Population 50 Day MA |
| 6510 | U6toU3_YoY | U6RATE minums UNRATE Year over Year |
| 6512 | U6toU3_YoY5 | U6RATE minums UNRATE 5 Year over 5 Year |
| 6515 | U6toU3_SmoothDer | Derivative of Smoothed U6RATE minums UNRATE |
| 6524 | CHRISCMEHG1.by.PPIACO_SmoothDer | Derivative of Smoothed Copper, $/lb, Normalized by commodities producer price index |
| 6533 | CHRISCMEHG1.by.CPIAUCSL_SmoothDer | Derivative of Smoothed Copper, $/lb, Normalized by consumer price index |
| 6540 | DCOILBRENTEU.by.PPIACO_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Crude Oil - Brent, $/bbl, Normalized by producer price index c.o. |
| 6542 | DCOILBRENTEU.by.PPIACO_SmoothDer | Derivative of Smoothed Crude Oil - Brent, $/bbl, Normalized by producer price index c.o. |
| 6544 | DCOILBRENTEU.by.PPIACO_mva200 | Crude Oil - Brent, $/bbl, Normalized by producer price index c.o. 200 Day MA |
| 6545 | DCOILBRENTEU.by.PPIACO_mva050 | Crude Oil - Brent, $/bbl, Normalized by producer price index c.o. 50 Day MA |
| 6549 | DCOILWTICO.by.PPIACO_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Crude Oil - WTI, $/bbl, Normalized by producer price index c.o. |
| 6551 | DCOILWTICO.by.PPIACO_SmoothDer | Derivative of Smoothed Crude Oil - WTI, $/bbl, Normalized by producer price index c.o. |
| 6552 | DCOILWTICO.by.PPIACO_Log | Log of Crude Oil - WTI, $/bbl, Normalized by producer price index c.o. |
| 6553 | DCOILWTICO.by.PPIACO_mva200 | Crude Oil - WTI, $/bbl, Normalized by producer price index c.o. 200 Day MA |
| 6554 | DCOILWTICO.by.PPIACO_mva050 | Crude Oil - WTI, $/bbl, Normalized by producer price index c.o. 50 Day MA |
| 6558 | LBMAGOLD.USD_PM.by.PPIACO_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Gold, USD PM/Troy Ounce, Normalized by commodities producer price index |
| 6560 | LBMAGOLD.USD_PM.by.PPIACO_SmoothDer | Derivative of Smoothed Gold, USD PM/Troy Ounce, Normalized by commodities producer price index |
| 6563 | LBMAGOLD.USD_PM.by.PPIACO_mva050 | Gold, USD PM/Troy Ounce, Normalized by commodities producer price index 50 Day MA |
| 6567 | LBMAGOLD.USD_PM.by.CPIAUCSL_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Gold, USD/Troy OUnce, Normalized by consumer price index |
| 6569 | LBMAGOLD.USD_PM.by.CPIAUCSL_SmoothDer | Derivative of Smoothed Gold, USD/Troy OUnce, Normalized by consumer price index |
| 6572 | LBMAGOLD.USD_PM.by.CPIAUCSL_mva050 | Gold, USD/Troy OUnce, Normalized by consumer price index 50 Day MA |
| 6576 | LBMAGOLD.USD_PM.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Gold, USD/Troy OUnce, Normalized by GDP |
| 6578 | LBMAGOLD.USD_PM.by.GDP_SmoothDer | Derivative of Smoothed Gold, USD/Troy OUnce, Normalized by GDP |
| 6581 | LBMAGOLD.USD_PM.by.GDP_mva050 | Gold, USD/Troy OUnce, Normalized by GDP 50 Day MA |
| 6585 | GSG.Close.by.GDPDEF_Smooth | Savitsky-Golay Smoothed (p=3, n=365) GSCI Commodity-Indexed Trust, Normalized by GDP def |
| 6587 | GSG.Close.by.GDPDEF_SmoothDer | Derivative of Smoothed GSCI Commodity-Indexed Trust, Normalized by GDP def |
| 6589 | GSG.Close.by.GDPDEF_mva200 | GSCI Commodity-Indexed Trust, Normalized by GDP def 200 Day MA |
| 6590 | GSG.Close.by.GDPDEF_mva050 | GSCI Commodity-Indexed Trust, Normalized by GDP def 50 Day MA |
| 6594 | GSG.Close.by.GSPC.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) GSCI Commodity-Indexed Trust, Normalized by S&P 500 |
| 6596 | GSG.Close.by.GSPC.Close_SmoothDer | Derivative of Smoothed GSCI Commodity-Indexed Trust, Normalized by S&P 500 |
| 6598 | GSG.Close.by.GSPC.Close_mva200 | GSCI Commodity-Indexed Trust, Normalized by S&P 500 200 Day MA |
| 6599 | GSG.Close.by.GSPC.Close_mva050 | GSCI Commodity-Indexed Trust, Normalized by S&P 500 50 Day MA |
| 6607 | GDPBYPOPTHM_mva200 | GDP/Population 200 Day MA |
| 6634 | GSPC.CloseBYMDY.Close_mva200 | GSPC by MDY 200 Day MA |
| 6636 | QQQ.CloseBYMDY.Close_YoY | QQQ by MDY Year over Year |
| 6648 | GSPC.DailySwing_Smooth | Savitsky-Golay Smoothed (p=3, n=365) S&P 500 (^GSPC) Daily Swing: (High - Low) / Open |
| 6650 | GSPC.DailySwing_SmoothDer | Derivative of Smoothed S&P 500 (^GSPC) Daily Swing: (High - Low) / Open |
| 6651 | GSPC.DailySwing_Log | Log of S&P 500 (^GSPC) Daily Swing: (High - Low) / Open |
| 6652 | GSPC.DailySwing_mva200 | S&P 500 (^GSPC) Daily Swing: (High - Low) / Open 200 Day MA |
| 6675 | HNFSUSNSA.minus.HSN1FNSA_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Houses for sale - houses sold |
| 6679 | HNFSUSNSA.minus.HSN1FNSA_mva200 | Houses for sale - houses sold 200 Day MA |
| 6683 | MSPUS.times.HOUST_YoY5 | New privately owned units start times median price 5 Year over 5 Year |
| 6684 | MSPUS.times.HOUST_Smooth | Savitsky-Golay Smoothed (p=3, n=365) New privately owned units start times median price |
| 6686 | MSPUS.times.HOUST_SmoothDer | Derivative of Smoothed New privately owned units start times median price |
| 6687 | MSPUS.times.HOUST_Log | Log of New privately owned units start times median price |
| 6688 | MSPUS.times.HOUST_mva200 | New privately owned units start times median price 200 Day MA |
| 6689 | MSPUS.times.HOUST_mva050 | New privately owned units start times median price 50 Day MA |
| 6691 | MSPUS.times.HNFSUSNSA_YoY4 | New privately owned 1-family units for sale times median price 4 Year over 4 Year |
| 6693 | MSPUS.times.HNFSUSNSA_Smooth | Savitsky-Golay Smoothed (p=3, n=365) New privately owned 1-family units for sale times median price |
| 6696 | MSPUS.times.HNFSUSNSA_Log | Log of New privately owned 1-family units for sale times median price |
| 6697 | MSPUS.times.HNFSUSNSA_mva200 | New privately owned 1-family units for sale times median price 200 Day MA |
| 6698 | MSPUS.times.HNFSUSNSA_mva050 | New privately owned 1-family units for sale times median price 50 Day MA |
| 6707 | MULTPLSP500PERATIOMONTH_Mean | S&P 500 TTM P/E Average (Excludes Values Greater Than 50) |
Equities
S&P 500 SMA Trends
Take a look at recent activity in the equities market. This section looks at the S&P 500 close value to the 50 day and 200 day simple moving average (SMA).
This is a longer view for the S&P 500 trend.
Equity indexes normalized by GDP
## Scale for 'y' is already present. Adding another scale for 'y', which will
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The last two years compare favorably with the period around the late 1950’s. Need to dig into this one.
datay <- "GSPC.Close"
ylim <- c(2000, d.GSPC.max)
my.data <- plotSimilarPeriods(df.data, dfRecession, df.symbols, datay, ylim, i.window = 60)
my.data[[1]]
Look at how the different segments of the market move
datay <- "GSPC.CloseBYMDY.Close_YoY"
ylim <- c(-50, 75)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
datay <- "GSPC.CloseBYMDY.Close"
ylim <- c(0, 20)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
S&P 500 Normalized moving average
Look at moving average relationship by dividing the S&P 500 open price by the 200 day SMA.
datay <- "GSPC.Open_mva200_Norm"
ylim <- c(50, 125)
dt.start = as.Date('2008-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)
Crossovers
Look at the 50 DMA versus 200 DMA, often used as a technical indicator of market direction.
datay <- "GSPC.Open_mva050_mva200"
ylim <- c(-200, 200)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)
datay <- "GSPC.Open_mva050_mva200_sig "
ylim <- c(0.0, 1.0)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)
S&P 500 TTM P/E
Take a look at some of the earnings trends from SilverBlatt’s sheet.
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Take a longer look back at as-reported and operating earnings
Market prices can out-run earnings so take a look at price to earnings.
Focus on some of the more recent activity
S&P 500 Sales
datay <- "MULTPLSP500SALESQUARTER"
ylim <- c(500, 1500)
dt.start <- as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)
datay <- "MULTPLSP500SALESQUARTER"
ylim <- c(500, 1500)
dt.start = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)
Unit Profits
The series peaks in the middle of a bull market.
S&P 500 dividends
12-month real dividend per share inflation adjusted November, 2018 dollars. Data courtesy Standard & Poor’s and Robert Shiller.
https://www.quandl.com/data/MULTPL/SP500_DIV_MONTH-S-P-500-Dividend-by-Month
Evaluate year over year dividend growth.
Real value dividend growth.
datay <- "MULTPLSP500DIVMONTH_YoY"
ylim <- c(-40, 20)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)
S&P 500 dividend yield (12 month dividend per share)/price. Yields following September 2018 (including the current yield) are estimated based on 12 month dividends through September 2018, as reported by S&P. Sources: Standard & Poor’s for current S&P 500 Dividend Yield. Robert Shiller and his book Irrational Exuberance for historic S&P 500 Dividend Yields.
https://www.quandl.com/data/MULTPL/SP500_DIV_YIELD_MONTH-S-P-500-Dividend-Yield-by-Month
datay <- "MULTPLSP500DIVYIELDMONTH"
ylim <- c(0, 12)
dtStart = as.Date('1950-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)
datay <- "MULTPLSP500DIVYIELDMONTH"
ylim <- c(1, 4)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)
S&P 500 Volume
The log of the S&P volume has some interesting patterns, but nothing that seems to help with a recession indicator.
That is one spiky data series. Not sure there is a lot to help us here.
Russell 2000
Take a look at recent activity in the small cap market.
S&P 500 to Rusell 2000
Thirty day movement
Correlation
## Warning in max.default(structure(numeric(0), class = "Date"),
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S&P 500 to MDY (Mid-cap) 2000 Correlation
datay1 <- "RLG.Open"
ylim1 <- c(0, 2500)
datay2 <- "MDY.Open"
ylim2 <- c(0, 500)
dtStart <- as.Date("1jan2003","%d%b%Y")
w <- 30
corrName <-
calcRollingCorr(dfRecession,
df.data,
df.symbols,
datay1,
ylim1,
datay2,
ylim2,
w,
dtStart)## Warning in max.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to max;
## returning -Inf## Warning in min.default(structure(numeric(0), class = "Date"),
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Dividend Stocks
This is an interesting series, they should perform better through the recessions. Unfortunately they are short lived so there is not much data so this is more of a place holder for now.
datay <- "NOBL.Open"
ylim <- c(40, 110)
dt.start <- as.Date('2014-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)
Margin and option data
NYSE Margin Debt
Taking a look at margin debt. NYXDATA stopped providing NYSE margin debt data on Dec 2017. Data is available from FINRA, but it includes more accounts than the data did for NYXdata. I stitched togeter the data sets: data after Jan 2010 include NYSE+Others, data prior is just NYSE account data scaled up to match the FINRA data.
It tends to creep up when there is a frenzy in the stock market.
datay <- "FINRAMarginDebt_Log"
ylim <- c(5, 15)
plotSingleQuick(dfRecession, df.data, datay, ylim)
Take a close look at recent activity
Sometimes it is more helpful to view year over year growth.
More near-term trend.
Take a look at some of the correlations
datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)
datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 100)
dtStart <- as.Date("1jan1995","%d%b%Y")
w <- 90
corrName <-
calcRollingCorr(dfRecession,
df.data,
df.symbols,
datay1,
ylim1,
datay2,
ylim2,
w,
dtStart)
Comparison to the Russell 2000
datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)
datay2 <- "RLG.Close_YoY"
ylim2 <- c(-100, 100)
dtStart <- as.Date("1jan1995","%d%b%Y")
w <- 90
corrName <-
calcRollingCorr(dfRecession,
df.data,
df.symbols,
datay1,
ylim1,
datay2,
ylim2,
w,
dtStart)
OCC Options Volumes
See what is happening with the options volumes for equities. (From: https://www.theocc.com/webapps/historical-volume-query)
Looks like options on non-equity co-occurs with peaks/troughs?.
Market Volatility
Take a look at some of the indications of market volatility
CBOE VIX
As markets become complacent (low VIX) and high values, peaks often occur.
Compare the VIX to some of the ETF’s out there.
There
Not much predictive in VIX, take a quick look at the smoothed derivative.
S&P Daily Swings
Daily changes in the S&P should correlate well with the VIX.
More of a correlating series than a predictor.
Employment and payrolls
Unemployment rates
Unemployment rates will probably be useful, let’s take a look at the U-3. The data is a little noisy so there is also a smoothed version plotted. There seems to be a relationship between the unemployment rate and the recessions, but it could be a lagging indicator. This will be explored a little bit more later.
Looking at the unemployment rate, the eye is drawn to the rise and fall of the data, this suggests that the derivative might be helpful as well. The figure below shows the results, using a Savitzky-Golay FIR filter. It looks like the unemployment rate peaks in the middel of the recession. That peak might be a good buy signal.
Continuing Claims
A good measure of how much unemployment is growing.
Continued claims, also referred to as insured unemployment, is the number of people who have already filed an initial claim and who have experienced a week of unemployment and then filed a continued claim to claim benefits for that week of unemployment. Continued claims data are based on the week of unemployment, not the week when the initial claim was filed
https://fred.stlouisfed.org/series/CCNSA
A good measure of how much unemployment is growing
Initial Claims
A good measure of how much unemployment is growing.
An initial claim is a claim filed by an unemployed individual after a separation from an employer. The claim requests a determination of basic eligibility for the Unemployment Insurance program.
https://fred.stlouisfed.org/series/ICSA
Unemployment rates, year-over-year
Both the headline unemployment and U-6 number changes are similar. During the upswing on the cycle it does look like the headline number falls faster than U-6
The second derivative of the unemployment rate does have zero crossings near the middle point of a recession. This would make it a helpful buy signal for the trading strategy.
Unemployment rates, similar periods
Historically the last two years of record low unemployment appear most similar to the 1971-1973 time frame. Just before inflation took off.
Unemployment rates, U-6 and headline number.
Let’s also take a look at the total unemployed, U-6. It continues to fall as the headline number stabilizes as people return to the work force. An indicator the cycle is beginning to top out.
Difference between U6 and U3 to see how close the economy is getting to full employment.
Unemployment and market bottoms
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Initial jobless claims
We will also take a look at initial jobless claims, this should start to rise just before the unemployment rate.
It looks like the jobless claim tend to peak more towards the end of the recession. It does not seem to be as strong of a sell indicator as the U-3 rate.
Jobless claims have a seasonal component to them. One way to reduce this effect is to calculate year over year growth. That helps some, the peaks seem to be more closely aligned with the middle to end of recessions.
Take a closer look at recent data
## Warning: Removed 1 rows containing missing values (geom_text).## Warning: Removed 1 rows containing missing values (geom_hline).
Take a look at the percentage of the population looking for work
A bit more recent trend
Unemployment Level
ADP data here. comes out before the official numbers.
Look at the year-over-year change in ADP.
ADP data divided by the population
Payrolls
Look at the BLS data on payrolls. Check the NSA series, then we will look at YoY data.
Hours worked
Sparked by an article at Mises (https://mises.org/wire/how-alexandria-ocasio-cortez-misunderstands-american-poverty), take a look at average weekly hours
The time series is pretty lumpy, plot the YoY change
A more recent look at average weekly hours of production
Industrial Production
Industrial production is also known to fall during an economic downturm, let’s take a look at some of the data from the FRED on industrual production. It does seem to peak prior to a recession so let’s smooth and look at the derivative as it might be a good indicator as well.
Industrial production over the last ten years or so
The derivative isn’t bad, but it sometimes crosses zeros well into a recession. That is less helpful as either a buy or sell indicator. A better measure might year over year (YoY) change.
The year over year change has a similar appearance. The low values at the beginning make the year over year values larger than the more recent values. Seems like it will rank low a reliable indicator.
datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 12)
datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 50)
dtStart <- as.Date("1jan1981","%d%b%Y")
w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
Retail Sales
Retail sales, aggregate
Retail sales also change during recession. As the plot below shows, it seems to follow the trend of industrial production. It might be too strongly correlated to add much to the model. The will be examined in the correlation section.
The derivative of retail sales is a little more erratic than is was the industrial products. Looks like it might be helpful to include in the model as well.
Retail sales, aggregate year-over-year
Take a look at year-over-year changes
Retail sales and unemployment correlations
Let’s see how that looks on year over year basis. Interesting to compare to unemployment rates there appears to a correlation over the long term.
## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.
There is some similarity. The rolling correlation shows the inverse relationship prior to a recession.
datay1 <- "RSALESAGG_YoY"
ylim1 <- c(-12.5, 7.5)
datay2 <- "UNEMPLOY_YoY"
ylim2 <- c(-30, 100)
dtStart <- as.Date("1jan1970","%d%b%Y")
w <- 180
corrName <- calcRollingCorr(dfRecession,df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
Retail sales correlation and industrial production
Industrial production and retail sales look very similar so the plot below shows the 360 correlation. The corerlation does tend to fall around a recession, although 2008 was so bad that they both fell together. Not sure if it is that useful.
datay1 <- "INDPRO"
ylim1 <- c(40, 125)
datay2 <- "RSALESAGG"
ylim2 <- c(100000, 200000)
dtStart <- as.Date("1jan1981","%d%b%Y")
w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
It is interesting to see the strong correlation; however, I suspect this is due to more to the shape of the trends. How do the YoY correlations look? They are a little less correlated, probably better to use in the machine learning later.
datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 20)
datay2 <- "RSALESAGG_YoY"
ylim2 <- c(-20, 20)
dtStart <- as.Date("1jan1981","%d%b%Y")
w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
Advance Retail Sales
This is an advanced estimate of the retail sales value.
Also take a look at year over year
Retail sales and the labor market
Income
Real Personal Income
Real Personal Income (Excluding Transfer, Annual)
During a recession real personal income falls. In the plot the peaks can be seen prior to each recession.
datay <- "W875RX1"
ylim <- c(3000, 15000)
plotSingleQuickModern(datay, ylim)
The features we are interested in are the peaks and valleys so we’ll use the derivative to get to those. Interesting, there is usually a first zero crossing before a recession and a second during or just after the recession.
Real personal income might have some seasonal variance, but it seems the year over year change tells the same story.
Price and cost measures
This section shows price and cost measures.
Two commonly used indexes are the CPI (consumer price index) and PPI (producer price index). CPI tries to show final prices paid for goods and services by urban U.S. consumers. This index includes sales tax and imports. The PPI attempts to reflect the prices paid at all stages of production, including goods and services purchases as inputs as well as goods and services purchased by consumers from retail and producer sellers. The PPI does not include imports or sales tax. The CPI reflects all rebates and financing plans wherease the PPI reflects only those rebate and financing plans provided by the producer. For example if an automotive manufacturer offers a rebate of $500 and the dealer offers an additional rebate of $500 then the PPI would reflect only the automotive manufacturer rebate, but the CPI would reflect both rebates.
Sources; https://www.bls.gov/opub/hom/pdf/cpihom.pdf and https://www.bls.gov/opub/hom/pdf/ppi-20111028.pdf.
Consumer price index
What does CPI look like?
datay <- "CPIAUCSL"
ylim <- c(0, 300)
plotSingleQuickModern(datay, ylim)
Check out the YoY growth
datay <- "CPIAUCSL_YoY"
ylim <- c(-2, 15)
plotSingleQuickModern(datay, ylim)
CPI to PPI
Suggested by Charlie, it can be helpful to look at the relationship between producer prices and consumer prices.
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Producer Price Index (Commodities)
Commodities
Basket
Take a look at some trends of baskets of commodities.
This plot examines commodity performance relative to the GDP deflator
Crude oil
Look at a trend of West Texas Intermediate (WTI)
This is ticker data from yahoo
Take a look at both WTI and Brent crude.
Real price of crude using producer price index for commodities
Gold
As risks increase investors often flock to safe haven assets like gold. An up-tick in prices can indicate investor uncertainty. This can be seen in the nominal price plot around 1980 and again in 2007.
This plots out the real price of gold by two different deflators. PPI corrected price is a little higher, to be expected since CPI also includes the effects of sales tax and imports. The spike in 1980 is especially pronounced in this series.
See how nominal and real prices look year over year. From the long-term view seems like there is little difference in the three series. Although not shown, even over the near-term there is little difference in the series.
See how gold correlates with the VIX. Both gold and VIX should respond to investor axiety, but it doesn’t look like it correlates very well.
## `geom_smooth()` using formula 'y ~ x'## Warning: Removed 242 rows containing non-finite values (stat_smooth).
Copper
Dr. Copper has a reputation as an indicator of economic malaise, but it does not seem to have much of a correlation with the recessions. The series below is from CME via Quandl. It has a lot of data so I am also looking at the smoothed version.
Copper is one of the commodities in the PPI so it is a bit of a proxy for how copper is doing relative to the basket of commodities.
The change in prices, year over year, do generally peak prior to a recession. The time and shape of this peak varies, but it still might be helpful. A couple of the large troughs do seem to correlate with the end of the recession. Likely this is because industrial production has also fallen.
There is some correlation between copper and the smooth recession initiator, especially at the end of the recession.
Might be easier to see correlation in a dot plot format.
## `geom_smooth()` using formula 'y ~ x'## Warning: Removed 342 rows containing non-finite values (stat_smooth).
This is a legacy series from FRED. It has not been updated in a couple of years so I am assuming it will go away.
Oil Services
Amazing events in the first half of 2020, take a look at those
See how the players are doing
Federal Reserve
The federal reserve has an impact on the economy, here are some data series relating to that.
Little bit closer
datay <- "WALCL"
ylim <- c(0, 10000)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
Federal Reserve Reverse Repo Agreements
Compare liabilities to reverse repo trends
Take a look at more recent trends
Spiky, might be easier to look at year-over-year
Normalized by GDP
datay <- "WLRRAL.by.GDP"
ylim <- c(0, 4)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
Overnight Bank Funding Rate
“The overnight bank funding rate is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates. Volume-weighted median is the rate associated with transactions at the 50th percentile of transaction volume. Specifically, the volume-weighted median rate is calculated by ordering the transactions from lowest to highest rate, taking the cumulative sum of volumes of these transactions, and identifying the rate associated with the trades at the 50th percentile of dollar volume. The published rates are the volume-weighted median transacted rate, rounded to the nearest basis point.” https://www.newyorkfed.org/markets/obfrinfo.
Secured Overnight Financing Rate
“The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR includes all trades in the Broad General Collateral Rate plus bilateral Treasury repurchase agreement (repo) transactions cleared through the Delivery-versus-Payment (DVP) service offered by the Fixed Income Clearing Corporation (FICC), which is filtered to remove a portion of transactions considered “specials” " https://apps.newyorkfed.org/markets/autorates/sofr
Take a look at the variation (99th - 1st percentile)
Reserve Balances with Federal Reserve Banks
Hard to get a sense of these series in the absolute. Take a look relative to GDP.
By double entry book-keeping reserves+loans (assets) = deposit (liabilities). Does that really work?
Correlation Between Reserves and Total Loans
As reserves increase there should be less lending. That correlation generally holds.
## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.
Did the reserve balances increase after the 2016 and 2018 drops? Not in the same way. There are some relationships between the equities market and the reserves though.
Explicitly correlate reserve balances and total loans. It is a weak and noisy correlation.
## `geom_smooth()` using formula 'y ~ x'## Warning: Removed 990 rows containing non-finite values (stat_smooth).
Interest on excess reserves
Monetary Base
Currency trend, base
This used to trend along with GDP. It doesn’t anymore.
Money supplies
Basic currency trend (currency component of M1)
datay <- "WCURRNS_YoY"
dtStart = as.Date('1980-01-01')
ylim <- c(0, 17)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot
datay <- "WCURRNS_YoY"
dtStart = as.Date('2000-01-01')
ylim <- c(0, 20)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot
The rate of change of money supply could be an indicator of a recession. Let’s see how that compares.
Intervention in the repo market
The federal reserve provides liquidity to the repo market, summary of that action
European central bank
The European central band (ECB) has taken a different path compared to the US Federal Reserve bank.
## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.
Federal Debt
The government is a big driver of the economy, let’s see what it is doing in the debt markets.
datay <- "GFDEBTN"
ylim <- c(0, 35000000)
plotSingleQuick(dfRecession, df.data, datay, ylim)
datay <- "GFDEBTN_Log"
ylim <- c(12, 18)
plotSingleQuick(dfRecession, df.data, datay, ylim)
datay <- "GFDEBTN_YoY"
ylim <- c(-10, 25)
plotSingleQuick(dfRecession, df.data, datay, ylim)
Federal debt as percent GDP
datay <- "GFDEGDQ188S"
ylim <- c(30, 150)
plotSingleQuick(dfRecession, df.data, datay, ylim)
Federal deficit as percent GDP
datay <- "FYFSGDA188S"
ylim <- c(-30, 5)
plotSingleQuick(dfRecession, df.data, datay, ylim)
Charlie Hatch has a nice format of deficit versus debt:
## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.
Nonfinancial Corporate Business Debt
What about Nonfinancial corporate business and debt securities? Hopefully this doesn’t follow the business loan trends.
That is crazy steep. Time for a log format, see if that brings out the peaks and troughs. That’s a litte better, it looks like there might be a change in slope prior to the recessions.
The derivative doesn’t seem to be much help. There is not much correlation between the zero crossings and the NEBR recessions.
Debt cycle
This analysis roughly follows the ideas in Big Debt Crises book by Ray Dalio.
Total loans
One business cycle theory describes recessions as a market adjustment to mis-allocated assets, often fueled by an credit expansion. That makes the volume of loans an interesting feature to look at. In the presentation of data it looks like the great recession had the largest impact.
Plotting the year over year growth rate helps pull out those small changes in the early years in the data. Peaks can be seen prior to most recessions.
Zoom in to the last couple of decades
As long term interest rates rise, loans should start to tick down. To check this, the total loans and 10 to 1 year spreads are plotted. This is generally the trend observed.
There is a good correlation between these two variables. This next section plots that correction explicitly.
Total loans as percent of GDP
This is the total loans. I think the picture is too broad to point to a specific sector of the economy. The debt burden assumes interest rates are tied to the 10-year treasury: (TOTLNNSA * DGS10) / 100
Commercial and industral loans
Business loans should slow before the recession (a contraction in credit as rates rise).
Commercial and industrial loans as percent of GDP and and income
Look at business debt normalized by GDP over the entire time series. This ratio often peaks at the mid-point of a recession.
https://www.wsj.com/articles/this-isnt-your-fathers-corporate-bond-market-11590574555
“Bonds are behaving more like bank debt, which tends to remain stable or even increase at the onset of recessions, as lenders keep distressed clients afloat—and only later turn off the taps. This was confirmed by a recent report from the Bank for International Settlements. It also found a tight link between this lending cycle and the “real” economy’s booms and busts."
I assume that interest is related to the 10-year treasure: (TOTCINSA * DGS10) / 100
Farm loans
See how the farming sector is fairing.
Real estate loans
Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.
This gives a big picture, but makes it hard to connect the loans with the income needed to cover those loans. In the next section, loans will be broken up by commercial and residential.
Real Estate (Residential)
In absolute terms the mortgages have increased, but it does not appear to be out of line with the overall economy.
Normalized by GDP it is easier to see the peak in 2008 and that loan levels appear reasonable at the commercial banks.
Maybe the GSE’s are making loans. Take a look at the total mortgages from Z.1 as a percentage of GDP. That does not look too far off trend (ignoring that peak in 2008).
I am assuming that personal income is paying for the mortgages.
Real estate (residential) as percent of GDP and and income
## Warning: Removed 1 rows containing missing values (geom_text).
Consumer loans
Focusing on the consumer sector the growth in debt and incomes can be directly compared. Personal income, as a percent of GDP, remains nearly constant. It is not uncommon for the personal income to rise prior to a recession. Likely this reflect increasing asset prices and market returns. Also interesting to see the loans pick up after interest rates dropped in 1982.
Consumer loans as percent of GDP and and income
Take a closer look since the 2008 recession. Looks like loans are starting to slow as the interest burden rises and incomes remain stable. There are some anomolies in the A065RC1A027NBEA data series because it only updates onces a year. the PI series updates once a month but is noisier and seasonally adjusted. It also shows incomes rising in the middle of the 2008 recession, which doesn’t seem to be accurate.
## Warning: Removed 1 rows containing missing values (geom_text).
## Removed 1 rows containing missing values (geom_text).## Warning: Removed 1 rows containing missing values (geom_hline).
Repo market
This market went through some stress in 2008, it is happening again so setup some plots to watch it.
Nonfincial corporate business security repo asset level
Bonds
T-Bills and Yield Curve
Speaking of loans, interest rates also play into this. This analysis will focus on treasure bills. The 3-month is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.
datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)
datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 2.5)
dtStart = as.Date('2017-01-01')
p1 <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)
# {r bond3monthlibor, echo=FALSE } # # datay <- "TB3MS" # datay_aux <- "USD1MTD156N" # ylim <- c(0, 12) # dtStart = as.Date('1985-01-01') # myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", # getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE) # myPlot <- myPlot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE) # # myPlot # # Check out LIBOR and fed funds rate
The 1-year is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.
datay <- "DGS10"
datay.aux <- "TNX.Close"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)
Close in, the trend towards inversion be more easily seen. I am also comparing data from the CBOE as well as FRED.
Bond yields are a good proxy for interest rates. As rates rise the theory goes that loans should decrease (inverse correlation).
And a longer window
The yield curve (30 year bond rate minus the 10 year bond rate) may not be a good recession indicator, but a collapse is not good (https://blogs.wsj.com/moneybeat/2018/04/30/theres-more-than-one-part-of-the-yield-curve-getting-flatter/).
The yield curve (10 year bond rate minus the 1 year bond rate) seems to a good indicator of an oncoming recession. It could be a buy indicator by itself.
More recent data
Just the last 24 months or so.
Plot the 10 Year to 3 month over a few decades to see what the outling cases look like
The last two year compare favorably with the period around the 2015-2016 turndown, driven primarily by slowing of the Chinese GDP. Not a debt-driven cycle.
This plot format was suggested by a mises.org article (https://mises.org/wire/yield-curve-accordion-theory), but they only went back to 1988. The date seemed arbitrary so I went back further in time.
Take a look at more recent data
Try looking at a 1-year average of the above time series
High quality bonds
datay <- "AAA"
ylim <- c(1.5, 10)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
High quality bonds to 10-year treasury
High quality bonds long-term trend.
datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('1967-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
High quality bonds near-term trend.
datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('2007-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
High yield spread
“This data represents the Option-Adjusted Spread (OAS) of the ICE BofAML US Corporate A Index, a subset of the ICE BofAML US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating A. The ICE BofAML OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond‚Äôs OAS, weighted by market capitalization. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.”
- ICE Benchmark Administration Limited (IBA), ICE BofAML US Corporate A Option-Adjusted Spread [BAMLC0A3CA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC0A3CA, July 4, 2019.
datay <- "BAMLC0A3CA"
ylim <- c(0, 7)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
Municipal bond market
Suggest by a WSJ article, change in volume for high-risk muni’s. Doesn’t look like there is much too it yet.
https://www.wsj.com/articles/risky-municipal-bonds-are-on-a-hot-streak-11558949401?mod=hp_lead_pos3
datay <- "HYMB.Close"
ylim <- c(40, 62)
dtStart = as.Date('2011-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
p1 <-
p1 + geom_vline(
xintercept = as.Date("2015-08-24"),
linetype = "dashed",
color = "grey",
size = 1.0
)
p1 <-
p1 + geom_vline(
xintercept = as.Date("2016-01-08"),
linetype = "dashed",
color = "grey",
size = 1.0
)
p1 <-
p1 + geom_vline(
xintercept = as.Date("2018-02-05"),
linetype = "dashed",
color = "grey",
size = 1.0
)
p1 <-
p1 + geom_vline(
xintercept = as.Date("2018-10-11"),
linetype = "dashed",
color = "grey",
size = 1.0
)
datay <- "HYMB.Volume"
ylim <- c(0, 1750000)
p1.vol <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
p1.vol <-
p1.vol + geom_vline(
xintercept = as.Date("2015-08-24"),
linetype = "dashed",
color = "grey",
size = 1.0
)
p1.vol <-
p1.vol + geom_vline(
xintercept = as.Date("2016-01-08"),
linetype = "dashed",
color = "grey",
size = 1.0
)
p1.vol <-
p1.vol + geom_vline(
xintercept = as.Date("2018-02-05"),
linetype = "dashed",
color = "grey",
size = 1.0
)
p1.vol <-
p1.vol + geom_vline(
xintercept = as.Date("2018-10-11"),
linetype = "dashed",
color = "grey",
size = 1.0
)
datay <- "GSPC.Open"
datay_aux <- "GSPC.Close"
ylim <- c(1500, d.GSPC.max )
p2 <-
plotSingle(
dfRecession,
df.data,
"date",
datay,
getPlotTitle(df.symbols, datay),
"Date",
getPlotYLabel(df.symbols, datay),
c(dtStart, Sys.Date()),
ylim,
TRUE
)
p2 <-
p2 + geom_vline(
xintercept = as.Date("2015-08-24"),
linetype = "dashed",
color = "grey",
size = 1.0
)
p2 <-
p2 + geom_vline(
xintercept = as.Date("2016-01-08"),
linetype = "dashed",
color = "grey",
size = 1.0
)
p2 <-
p2 + geom_vline(
xintercept = as.Date("2018-02-05"),
linetype = "dashed",
color = "grey",
size = 1.0
)
p2 <-
p2 + geom_vline(
xintercept = as.Date("2018-10-11"),
linetype = "dashed",
color = "grey",
size = 1.0
)
grid.arrange(p1,
p1.vol,
p2,
ncol = 1,
top = "High Yield Muni's and S&P Price")
Total Loans and yield curve correlation
This relationship was suggest by Charlie and it is an interesting one. As the yield curve flattens (10-year and 1-year rates converge), total loans grow. The generalization is not always accurate, but it does fit.
## `geom_smooth()` using formula 'y ~ x'
I wanted to see how this looked compared to the 3 month
## `geom_smooth()` using formula 'y ~ x'## Warning: Removed 282 rows containing non-finite values (stat_smooth).
Consumer loans and yield curve correlation
Compared to business loans, consumer loans seem to have to response to the 10Y to 3M yield curve.
## `geom_smooth()` using formula 'y ~ x'## Warning: Removed 311 rows containing non-finite values (stat_smooth).
Business loans and yield curve correlation
## `geom_smooth()` using formula 'y ~ x'## Warning: Removed 105 rows containing non-finite values (stat_smooth).
That’s pretty good correlation. Let’s see what the rolling correlation looks like.
datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)
datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)
dtStart <- as.Date("1jan1960","%d%b%Y")
w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)
datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)
dtStart <- as.Date("1jan1960","%d%b%Y")
w <- 720
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
One other items, let’s see how loans do versus the federal funds rate
## `geom_smooth()` using formula 'y ~ x'
Baker Hughes Rig Count
BEA Supplemental Estimates, Motor Vehicles
Definitions
Autos–all passenger cars, including station wagons.
Light trucks–trucks up to 14,000 pounds gross vehicle weight, including minivans and
sport utility vehicles. Prior to the 2003 Benchmark Revision light trucks were up to 10,000 pounds.
Heavy trucks–trucks more than 14,000 pounds gross vehicle weight.
Prior to the 2003 Benchmark Revision heavy trucks were more than 10,000 pounds.
Domestic sales–United States (U.S.) sales of vehicles assembled in the U.S., Canada, and Mexico.
Foreign sales–U.S. sales of vehicles produced elsewhere.
Domestic auto production–Autos assembled in the U.S.
Domestic auto inventories–U.S. inventories of vehicles assembled in the U.S., Canada, and Mexico.
TAble 6 - Light Vehicle and Total Vehicle Sales
Auto sales
A WSJ article suggested that auto sales might be a good indicator so bring that to the mix. It does have troughs that correlate with recessions
There might be some seasonal variance in the auto sales so lets take a look at the year over year. The data is pretty noisy, it probably will not make a very good indicator.
BEA Gross Domestic Product
Data in this section come from the Bureau of Economic Analysis.
Table 1.1.5. Gross Domestic Product
[Billions of dollars] Seasonally adjusted at annual rates
A191RC: Gross Domestic Product - Line 1
GDP numbers tend to lag so this series is truly an afterthought. But it does have some correlation with the recessions.
GDP does not reflect the capacity of the economy nor the efficiency. Shrinking capacity and lower prices at constant volumes would indicate improvements in effeciency/productivity which is good for the economy, but does not move the GDP upward.
Looks like the year over year change on the GDP should correlate well with unemployment.
Table 1.1.9. Implicit Price Deflators for Gross Domestic Product
[Index numbers, 2012=100] Seasonally adjusted
A191RD: Gross Domestic Product - Line 1
This is GDP price deflator series.
GDP normalized by CPI
Normalize GDP by CPI
Economic yield curve (GDP to 1-year treasury)
GDP versus the yield on the 1-year. This series was prompted by an article suggesting that the “economic yield curve” should be used to indicate a recession rather than an inverted yield curve. Less of indicator and more of concurrent confirmation of recession. Not sure why they would be related either.
Economic yield curve (GDP to 3-month treasury)
Same idea as above, but applied the 3-month treasury.This one has fewer false triggers, but is not as helpful as 10Y to 3M spread in predicting a recession.
A824RC: National defense Federal Gov’t Expenditures - Line 24
U.S. Bureau of Economic Analysis, Federal Government: National Defense Consumption Expenditures and Gross Investment [FDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FDEFX, April 6, 2021.
A825RC: Nondefense Federal Gov’t Expenditures - Line 25
U.S. Bureau of Economic Analysis, Federal Government: Nondefense Consumption Expenditures and Gross Investment [FNDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FNDEFX, April 6, 2021.
Table 6.16D. Corporate Profits by Industry
Select series from Table 6.16D
A051RC: Corporate profits with inventory and capital consumption adjustment
From BEA’s documentation (https://www.bea.gov/media/5671):
“BEA’s featured measure of corporate profits — profits from current production - provides a comprehensive and consistent economic measure of the income earned by all U.S. corporations. As such, it is unaffected by changes in tax laws, and it is adjusted for nonreported and misreported income. It excludes dividend income, capital gains and losses, and other financial flows and adjustments, such as deduction for “bad debt.” Thus, the NIPA measure of profits is a particularly useful analytical measure of the health of the corporate sector. For example, in contrast to other popular measures of corporate profits, the NIPA measure did not show the large run-up in profits during the late 1990s that was primarily attributable to capital gains.
Profits after tax with IVA and CCAdj is equal to corporate profits with IVA and CCAdj less taxes on corporate income. It provides an after-tax measure of profits from current production."
Data is Line 1 of Table 6.16D
A053RC: Corporate profits without inventory and capital consumption adjustment
Profits look a bit flat over the last several years in this series.
Table 2.6. Personal Income and Its Disposition, Monthly
Billions of dollars; months are seasonally adjusted at annual rates.
A065RC Personal Income - Line 1
BEA Account Code: A065RC
Personal income is the income that persons receive in return for their provision of labor, land, and capital used in current production and the net current transfer payments that they receive from business and from government.25 Personal income is equal to national income minus corporate profits with inventory valuation and capital consumption adjustments, taxes on production and imports less subsidies, contributions for government social insurance, net interest and miscellaneous payments on assets, business current transfer payments (net), current surplus of government enterprises, and wage accruals less disbursements, plus personal income receipts on assets and personal current transfer receipts. A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)
Suggested Citation: U.S. Bureau of Economic Analysis, Personal Income [PI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PI, July 11, 2019.
DPCERC: Personal consumption expenditures (PCE) - Table 2.1, Line 29
BEA Account Code: DPCERC Personal consumption expenditures (PCE) is the primary measure of consumer spending on goods and services in the U.S. economy. 1 It accounts for about two-thirds of domestic final spending, and thus it is the primary engine that drives future economic growth. PCE shows how much of the income earned by households is being spent on current consumption as opposed to how much is being saved for future consumption. -https://www.bea.gov/system/files/2019-12/Chapter-5.pdf
Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures [PCE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCE, June 12, 2020
DPCERG: Personal consumption expenditures Price Index (PCEPI) - Table 2.1, Line 29
BEA Account Code: DPCERG The gross domestic product price index measures changes in prices paid for goods and services produced in the United States, including those exported to other countries. Prices of imports are excluded. The gross domestic product implicit price deflator, or GDP deflator, basically measures the same things and closely mirrors the GDP price index, although the two price measures are calculated differently. The GDP deflator is used by some firms to adjust payments in contracts.
The gross domestic purchases price index is BEA’s featured measure of inflation for the U.S. economy overall. It measures changes in prices paid by consumers, businesses, and governments in the United States, including the prices of the imports they buy.
BEA’s closely followed personal consumption expenditures price index, or PCE price index, is a narrower measure. It looks at the changing prices of goods and services purchased by consumers in the United States. It’s similar to the Bureau of Labor Statistics’ consumer price index for urban consumers. The two indexes, which have their own purposes and uses, are constructed differently, resulting in different inflation rates.
The PCE price index is known for capturing inflation (or deflation) across a wide range of consumer expenses and for reflecting changes in consumer behavior. For example, if the price of beef rises, shoppers may buy less beef and more chicken. Also, BEA revises previously published PCE data to reflect updated information or new methodology, providing consistency across decades of data that’s valuable for researchers. The PCE price index is used primarily for macroeconomic analysis and forecasting. -https://www.bea.gov/resources/learning-center/what-to-know-prices-inflation
Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures: Chain-type Price Index [PCEPI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCEPI, April 25, 2021.
A072RC: Personal Savings Rate - Line 35
Consumers tend to pull down their savings rates as unemployment decreases and market conditions improve. This series has tended to be unreliable due to the size of revisions during the comprehensive update carried out by the BEA. The last update on this series moved the rate from 4.2 to 6.7 percent.
BEA Account Code: A072RC Personal saving as a percentage of disposable personal income (DPI), frequently referred to as “the personal saving rate,” is calculated as the ratio of personal saving to DPI. Personal saving is equal to personal income less personal outlays and personal taxes; it may generally be viewed as the portion of personal income that is used either to provide funds to capital markets or to invest in real assets such as residences.(https://www.bea.gov/national/pdf/all-chapters.pdf) A Guide to the National Income and Product Accounts of the United States (NIPA).
Suggested Citation: U.S. Bureau of Economic Analysis, Personal Saving Rate [PSAVERT], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PSAVERT, July 9, 2019.
Take a closer look at the last decade
The relationship between personal savings and unemployment (U-3) can be better visualized with a scatter plot
## `geom_smooth()` using formula 'y ~ x'## Warning: Removed 190 rows containing non-finite values (stat_smooth).
The fit does not explain most of what is in the plot. Lets take a look at the rolling correlation.
datay1 <- "UNRATE"
ylim1 <- c(2, 12)
datay2 <- "PSAVERT"
ylim2 <- c(0, 35)
dtStart <- as.Date("1jan1985","%d%b%Y")
w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
Personal savings to household net worth
A relationship between personal savings and household networth can be seen in a scatter plot. This was suggested by a WSJ article (https://blogs.wsj.com/dailyshot/2018/02/23/the-daily-shot-reasons-for-declining-u-s-household-savings-rate/).
## `geom_smooth()` using formula 'y ~ x'## Warning: Removed 589 rows containing non-finite values (stat_smooth).
U.S. Census Bureau
U.S. International Trade in Goods and Services (FT900)
U.S. Bureau of Economic Analysis and U.S. Census Bureau, U.S. Imports of Goods by Customs Basis from China [IMPCH], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/IMPCH, October 5, 2019.
New Houses Sold and For Sale by Stage of Construction and Median Number of Months on Sales Market
Read an article suggesting that housing sales and sales growth could be useful. FRED only has new home data so start there.
datay <- "HSN1FNSA"
ylim <- c(0, 200)
dtStart = as.Date('1964-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
datay <- "HNFSUSNSA"
ylim <- c(0, 600)
p2 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
datay <- "HNFSUSNSA.minus.HSN1FNSA"
ylim <- c(0, 600)
p3 <-
plotSingle(
dfRecession,
df.data,
"date",
datay,
getPlotTitle(df.symbols, datay),
"Date",
getPlotYLabel(df.symbols, datay),
c(dtStart, Sys.Date()),
ylim,
TRUE
)
grid.arrange(p1,
p2,
p3,
ncol = 1,
top = "New Housing Sales")
New housing yoy
New Privately-Owned Housing Units Authorized in Permit-Issuing Places
As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.
Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Housing Starts: Total: New Privately Owned Housing Units Started [HOUST], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUST, June 13, 2020.
Take a look at privately owned starts
New Privately-Owned Houses Sold and For Sale
Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Median Sales Price of Houses Sold for the United States [MSPUS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/MSPUS, June 13, 2020.
Finally, take a look at starts times the median price
Durable Goods
Suggested Citation: U.S. Census Bureau, Manufacturers’ New Orders: Durable Goods [UMDMNO], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/UMDMNO, April 26, 2021.
Durable goods, not seasonally adjusted, divided by GDP
Durable goods, seasonally adjusted, divided by GDP
Federal reserve board H.8: Assets and Liabilities of Commercial Banks in the United States
Page 4: Not Seasonally adjusted, billions of dollars
Commercial and industrial loans, all commercial banks - Line 10
Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.
Suggested Citation: Board of Governors of the Federal Reserve System (US), Commercial and Industrial Loans, All Commercial Banks [BUSLOANS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BUSLOANS, July 11, 2019.
Taking a look at the difference in SA and NSA series. Seasonal adjustments do vary, but do not seem to be related to recessions.
The raw series is just too steep for any kind of machine learnine. This needs to be converted to log scale.
That’s a little better, let’s see what the smoothed derivative looks like.
That is odd…looks like this doesn’t cross zero unless we are getting close to, or into, a recession. The year over year tells about the same story. Might be a good indication of the end of a recession.
Consumer loans, all commercial banks - Line 20
Suggested Citation: Board of Governors of the Federal Reserve System (US), Consumer Loans, All Commercial Banks [CONSUMERNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/CONSUMERNSA, July 11, 2019.
That spike in consumer loans is due to
“April 9, 2010 (Last revised September 23, 2011): As of the week ending March 31, 2010, domestically chartered banks and foreign-related institutions had consolidated onto their balance sheets the following assets and liabilities of off-balance-sheet vehicles, owing to the adoption of FASB’s Financial Accounting Statements No. 166 (FAS 166),”Accounting for Transfers of Financial Assets," and No. 167 (FAS 167), “Amendments to FASB Interpretation No. 46(R).”
This included a consumer loans, credit cards and other revolving plans change of $321.9B. That was a lot of off-balance-sheet bank assets.
Deposits, All Commercial Banks, all commercial banks - Line 34
Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.
Suggested Citation: Board of Governors of the Federal Reserve System (US), Deposits, All Commercial Banks [DPSACBW027SBOG], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DPSACBW027SBOG, May 14, 2020.
Federal reserve board Z.1: Financial Accounts of the United States
From the FRED website (https://fred.stlouisfed.org/release?rid=52):
"The Financial Accounts (formerly known as the Flow of Funds accounts) are a set of financial accounts used to track the sources and uses of funds by sector. They are a component of a system of macroeconomic accounts including the National Income and Product accounts (NIPA) and balance of payments accounts, all of which serve as a comprehensive set of information on the economy’s performance.(1) Some important inferences that can be drawn from the Financial accounts are the financial strength of a given sector, new economic trends, changes in the composition of wealth, and development of new financial instruments over time.(1)
Sectors are compiled into three categories: households, nonfinancial businesses, and banks. The sources of funds for a sector are its internal funds (savings from income after consumption) and external funds (loans from banks and other financial intermediaries). (1) Funds for a given sector are used for its investments in physical and financial assets. Dividing sources and uses of funds into two categories helps the staff of the Federal Reserve System pay particular attention to external sources of funds and financial uses of funds.(2) One example is whether households are borrowing more from banks—or in other words, whether household debt is rising. Another example might be whether banks are using more of their funds to provide loans to consumers. Transactions within a sector are not shown in the accounts; however, transactions between sectors are.(2) Monitoring the external flows of funds provides insights into a sector’s health and the performance of the economy as a whole.
Data for the Financial accounts are compiled from a large number of reports and publications, including regulatory reports such as those submitted by banks, tax filings, and surveys conducted by the Federal Reserve System.(2) The Financial accounts are published quarterly as a set of tables in the Federal Reserve’s Z.1 statistical release.
- Teplin, Albert M. “The U.S. Flow of Funds Accounts and Their Uses.” Federal Reserve Bulletin, July 2001; http://www.federalreserve.gov/pubs/bulletin/2001/0701lead.pdf.
- Board of Governors of the Federal Reserve System. “Guide to the Flow of Funds Accounts.” 2000, http://www.federalreserve.gov/apps/fof/."
L.102 Nonfinancial Business
FL102051003.Q: Nonfinancial corporate business; security repurchase agreements; asset
Asset level of nonfinancial business security repo agreements. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL102051003&t=
L.214 Loans
FL894123005.Q: All sectors; total loans; liability
Sum of domestic financial sectors, all sectors, total mortgages, and households/non-profits. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL894123005&t=L.107&bc=L.107:FL793068005&suf=Q
FL793068005.Q: Domestic financial sectors; depository institution loans n.e.c.; asset
Sum of Monetary authority; depository institution loans n.e.c.; asset and Private depository institutions; depository institution loans n.e.c.; asset. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL793068005&t=L.214&suf=Q
FL893169005.Q: All sectors; other loans and advances; liability
Sum of finance, government, and chartered institutions asset levels. https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893169005&t=L.214&suf=Q
FL893065005.Q: All sectors; total mortgages; asset
https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065005&t=L.214&suf=Q
FL893065105.Q: All sectors; home mortgages; asset
https://www.federalreserve.gov/apps/fof/DisplayTable.aspx?t=L.214
FL893065405.Q: All sectors; multifamily residential mortgages; asset
https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065405&t=L.214&suf=Q
FL893065505.Q: All sectors; commercial mortgages; asset
https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065505&t=L.214&suf=Q
FL893065603.Q: All sectors; farm mortgages; asset
https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065603&t=L.214&suf=Q
FL153166000.Q: Households and nonprofit organizations; consumer credit; liability
federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL153166000&t=L.214&suf=Q
B.101 Balance Sheet of Households and Nonprofit Organizations
FL152000005.Q: Households and nonprofit organizations; total assets, Level
string.source ID: FL152000005.Q.
FL152090006.Q: Household Net Worth as Percentage of Disposable Personal Income
string.source ID: FL152090006.Q. Household networth tends to fall as a recession start.
Productivity Yield Curve
GDP versus productivity
Manufacturing output and employees
Not sure if these relates to a recession, but fascinating to see how output and employees change with time.
datay <- "OUTMS"
ylim <- c(60, 120)
dtStart = as.Date('1987-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
datay <- "MANEMP"
ylim <- c(10000, 20000)
dtStart = as.Date('1948-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
datay <- "PRS30006163"
ylim <- c(40, 120)
dtStart = as.Date('1986-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
Shipping volumes might be helpful in determining state of the economy.
datay <- "FRGSHPUSM649NCIS"
ylim <- c(0.8, 1.4)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
datay <- "FRGSHPUSM649NCIS_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
Freight, loosely, moves inversely to the trade deficit.
datay <- "BOPGTB_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
World bank air transportation. Only updated annually so less usefull, but interesting reference to above.
datay <- "WWDIWLDISAIRGOODMTK1"
ylim <- c(0, 250000)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
Gross private domestic investment
Spending most certainly tips down prior to a recession. The gross private domestic investment data series, plotted in log format below, show how private investment pulls back prior to recessions.
The change in direction is a little easier to see if the derivative is plotted, first YoY then the smoothed derivative
Velocity
Productivity
Date range to match census data
PMI
Industrial Production
This is a look at manufacturing industrial production. The yoY change should be a leading indicator of unemployment.
Housing
Take a look at housing starts. These can drop as rates rise.
Case-schiller price index
Population data
Many of the economic series can be better understood if normalized by population. Basic population and worker data from FRED.
Population to GDP
Look at GDP divided by CPI per person. It flattens and even dips a little prior to a recession. Might be worth looking at the derivative of this series.
That is worth a closer look
datay1 <- "GDPBYCPIAUCSLBYPOPTHM_SmoothDer"
ylim1 <- c(-5, 5)
datay2 <- "RecInit_Smooth"
ylim2 <- c(0, 1)
dtStart <- as.Date("1jan1960","%d%b%Y")
w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
Correlation Study
Detailed correlations are explored above. Before concluding, let’s take a look at some overall correlation values to see if anything pops out.
Commodities
As mentioned above, copper, year over year, has some correlation with the recession initiation. It could be useful.
GDP Series
GDP, normalized first by CPI and then by population, looks like it migh correlate inversely with the recession indicators
Financials
Let’s see where we are so far. The correlation plot confirms some of the speculation above. The S&P 500 (GSPC.Open) is well correlated with industrial production (INDPRO), business loans (BUSLOANS), total loans (TOTLNNSA) , and nonfinancial corporate business debt (NCBDBIQ027S).
In this case, I want and indicator that rises prior to a recession. It looks like the unemployment rate (UNRATE), real personal income (W875RX1), and the yield curve (DGS10TO1) are all inversely correlated with the recession initiation indicator.
I thought the modified recession initiation would be a harder match, but there are quite a few correlated variables. Lets take a look at some of those in more detail
Complete list of symbols
Since it is tedious to do this one at a time, all the symbols were entered into a data frame, loaded, and aggregated together in a single xts object.
This is the complete list of symbol names and sources used in the project.